+79.1%
MTUM vs KTOS
+100.3%
-21.2%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.4% |
| 7D | +0.7% | -2.4% | +3.1% | +1.1% |
| 30D | -2.4% | -26.8% | +24.4% | +2.4% |
| 3M | -3.6% | -20.6% | +16.9% | -0.8% |
| 6M | +23.7% | -47.5% | +71.2% | +34.8% |
| YTD | +22.9% | -38.5% | +61.4% | +28.5% |
| 1Y | +21.8% | -31.0% | +52.8% | +23.3% |
| 3Y | +114.4% | +216.5% | -102.1% | +59.5% |
| All | +79.1% | +100.3% | -21.2% | +42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KTOS.
Daily Out/Under-Performance
Portfolio return minus KTOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KTOS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded KTOS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling