+65.9%
BLK vs KTOS
+216.1%
-150.3%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +1.7% |
| 7D | -3.3% | -2.4% | -0.9% | -3.0% |
| 30D | -6.5% | -26.8% | +20.3% | -3.0% |
| 3M | +6.7% | -20.6% | +27.3% | +9.2% |
| 6M | +14.7% | -47.5% | +62.2% | +22.7% |
| YTD | +2.5% | -38.5% | +41.0% | +5.3% |
| 1Y | -2.8% | -31.0% | +28.2% | -3.4% |
| 3Y | +65.9% | +216.5% | -150.7% | +28.2% |
| All | +65.9% | +216.1% | -150.3% | +28.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling