+229.2%
MXL vs KTOS
+216.1%
+13.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.6% | +8.2% | +7.7% |
| 7D | +18.9% | -2.4% | +21.2% | +19.3% |
| 30D | +0.3% | -26.8% | +27.2% | +6.7% |
| 3M | -8.0% | -20.6% | +12.5% | -4.6% |
| 6M | +341.2% | -47.5% | +388.7% | +393.2% |
| YTD | +327.8% | -38.5% | +366.3% | +341.3% |
| 1Y | +364.9% | -31.0% | +395.9% | +351.0% |
| 3Y | +229.2% | +216.5% | +12.7% | +99.7% |
| All | +229.2% | +216.1% | +13.1% | +99.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling