+120.2%
BKR vs KTOS
+613.9%
-493.8%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.4% |
| 7D | -7.0% | -2.4% | -4.6% | -6.5% |
| 30D | -8.1% | -26.8% | +18.7% | -2.1% |
| 3M | -6.6% | -20.6% | +13.9% | -3.0% |
| 6M | +0.9% | -47.5% | +48.3% | +12.8% |
| YTD | +31.1% | -38.5% | +69.6% | +38.6% |
| 1Y | +27.7% | -31.0% | +58.7% | +29.2% |
| 3Y | +71.2% | +216.5% | -145.3% | +15.4% |
| 5Y | +177.6% | +105.7% | +72.0% | +98.8% |
| All | +120.2% | +613.9% | -493.8% | +29.0% |
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