+2,502.0%
MU vs KTOS
-68.9%
+2,570.8%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.1% |
| 7D | -4.1% | -2.4% | -1.7% | -3.6% |
| 30D | +7.0% | -26.8% | +33.9% | +14.5% |
| 3M | -2.1% | -20.6% | +18.5% | +2.3% |
| 6M | +133.1% | -47.5% | +180.6% | +163.5% |
| YTD | +241.9% | -38.5% | +280.4% | +265.6% |
| 1Y | +548.8% | -31.0% | +579.8% | +569.6% |
| 3Y | +1,308.2% | +216.5% | +1,091.7% | +903.5% |
| 5Y | +1,260.7% | +105.7% | +1,155.0% | +929.5% |
| 10Y | +5,849.6% | +615.0% | +5,234.6% | +3,113.8% |
| All | +2,502.0% | -68.9% | +2,570.8% | +1,810.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling