+284.9%
BAC vs KTOS
-68.9%
+353.8%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.3% |
| 7D | 0.0% | -2.4% | +2.4% | +0.3% |
| 30D | -2.8% | -26.8% | +24.1% | +1.3% |
| 3M | +14.2% | -20.6% | +34.8% | +17.1% |
| 6M | +30.5% | -47.5% | +78.0% | +40.3% |
| YTD | +15.8% | -38.5% | +54.3% | +20.4% |
| 1Y | +26.2% | -31.0% | +57.2% | +27.9% |
| 3Y | +136.5% | +216.5% | -80.0% | +89.3% |
| 5Y | +75.9% | +105.7% | -29.7% | +45.6% |
| 10Y | +397.9% | +615.0% | -217.1% | +237.8% |
| All | +284.9% | -68.9% | +353.8% | +164.7% |
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 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