+126.4%
BAX vs KTOS
-68.9%
+195.3%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.5% |
| 7D | -7.9% | -2.4% | -5.5% | -7.8% |
| 30D | -11.7% | -26.8% | +15.2% | -10.5% |
| 3M | +16.2% | -20.6% | +36.8% | +17.1% |
| 6M | +32.0% | -47.5% | +79.5% | +35.0% |
| YTD | +24.7% | -38.5% | +63.2% | +26.3% |
| 1Y | -2.6% | -31.0% | +28.4% | -2.1% |
| 3Y | -35.0% | +216.5% | -251.5% | -39.1% |
| 5Y | -67.6% | +105.7% | -173.2% | -69.4% |
| 10Y | -38.4% | +615.0% | -653.5% | -45.0% |
| All | +126.4% | -68.9% | +195.3% | +86.2% |
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