+209.9%
BKNG vs KTOS
+618.3%
-408.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.4% |
| 7D | -10.7% | -2.3% | -8.3% | -10.3% |
| 30D | -18.1% | -26.3% | +8.2% | -14.1% |
| 3M | +8.5% | -14.3% | +22.8% | +10.3% |
| 6M | -0.1% | -47.2% | +47.1% | +9.1% |
| YTD | -18.2% | -38.1% | +19.9% | -15.3% |
| 1Y | -19.9% | -28.4% | +8.6% | -20.4% |
| 3Y | +41.6% | +219.6% | -178.0% | -1.0% |
| 5Y | +93.1% | +107.0% | -13.8% | +42.0% |
| All | +209.9% | +618.3% | -408.4% | +106.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling