+1,003.0%
BE vs KTOS
+269.4%
+733.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.6% | +7.3% | +7.0% |
| 7D | +9.0% | -2.4% | +11.4% | +10.5% |
| 30D | +16.3% | -26.8% | +43.1% | +37.4% |
| 3M | +10.8% | -20.6% | +31.4% | +23.4% |
| 6M | +73.2% | -47.5% | +120.7% | +136.2% |
| YTD | +217.4% | -38.5% | +255.8% | +292.0% |
| 1Y | +309.8% | -31.0% | +340.8% | +372.6% |
| 3Y | +1,726.2% | +216.5% | +1,509.6% | +702.7% |
| 5Y | +1,306.2% | +105.7% | +1,200.5% | +663.2% |
| All | +1,003.0% | +269.4% | +733.6% | +364.2% |
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