+40.3%
BP vs KTOS
+216.1%
-175.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.7% | +0.1% |
| 7D | +5.2% | -2.4% | +7.6% | +5.4% |
| 30D | +8.7% | -26.8% | +35.5% | +10.5% |
| 3M | +9.3% | -20.6% | +29.9% | +10.6% |
| 6M | +13.6% | -47.5% | +61.1% | +18.0% |
| YTD | +37.7% | -38.5% | +76.2% | +40.3% |
| 1Y | +40.6% | -31.0% | +71.6% | +40.6% |
| 3Y | +40.3% | +216.5% | -176.2% | +13.1% |
| All | +40.3% | +216.1% | -175.8% | +13.1% |
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