+81.0%
BSX vs KTOS
+613.9%
-532.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.2% |
| 7D | -10.1% | -2.4% | -7.7% | -9.8% |
| 30D | -16.4% | -26.8% | +10.4% | -12.4% |
| 3M | -8.9% | -20.6% | +11.7% | -6.2% |
| 6M | -38.3% | -47.5% | +9.2% | -32.8% |
| YTD | -54.9% | -38.5% | -16.4% | -52.7% |
| 1Y | -58.8% | -31.0% | -27.8% | -58.2% |
| 3Y | -21.2% | +216.5% | -237.8% | -41.0% |
| 5Y | -3.3% | +105.7% | -109.0% | -24.5% |
| All | +81.0% | +613.9% | -532.9% | +25.4% |
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