+137.6%
BMY vs KTOS
-68.9%
+206.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.1% |
| 7D | -4.8% | -2.4% | -2.4% | -4.7% |
| 30D | -0.1% | -26.8% | +26.7% | +1.1% |
| 3M | +13.1% | -20.6% | +33.7% | +13.9% |
| 6M | +8.4% | -47.5% | +55.9% | +10.6% |
| YTD | +22.0% | -38.5% | +60.5% | +23.3% |
| 1Y | +40.3% | -31.0% | +71.3% | +40.7% |
| 3Y | +20.5% | +216.5% | -196.0% | +12.7% |
| 5Y | +23.7% | +105.7% | -82.0% | +16.7% |
| 10Y | +62.6% | +615.0% | -552.4% | +44.8% |
| All | +137.6% | -68.9% | +206.5% | +94.6% |
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