+231.8%
MXL vs KTOS
-55.0%
+286.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +5.1% | +5.9% | +10.0% |
| 7D | -27.1% | -14.6% | -12.5% | -25.1% |
| 30D | -54.2% | -16.3% | -37.9% | -52.8% |
| 3M | -29.9% | -38.9% | +8.9% | -25.5% |
| 6M | -39.5% | -42.9% | +3.5% | -36.7% |
| YTD | +182.2% | -53.8% | +235.9% | +177.2% |
| 1Y | +231.8% | -51.5% | +283.4% | +215.9% |
| All | +231.8% | -55.0% | +286.8% | +215.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling