+618.3%
BA vs KTOS
-68.7%
+687.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.9% |
| 7D | -2.7% | -2.3% | -0.4% | -2.4% |
| 30D | -12.2% | -26.3% | +14.1% | -8.5% |
| 3M | -2.0% | -14.3% | +12.3% | -0.3% |
| 6M | -6.0% | -47.2% | +41.2% | +1.3% |
| YTD | -5.7% | -38.1% | +32.4% | -1.6% |
| 1Y | -10.0% | -28.4% | +18.5% | -8.7% |
| 3Y | -3.1% | +219.6% | -222.7% | -21.3% |
| 5Y | -2.6% | +107.0% | -109.6% | -17.7% |
| 10Y | +73.2% | +619.4% | -546.3% | +27.9% |
| All | +618.3% | -68.7% | +687.0% | +475.5% |
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