+18.4%
BX vs KTOS
+100.3%
-81.9%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.6% | +3.1% | +2.6% |
| 7D | -5.6% | -2.4% | -3.2% | -5.1% |
| 30D | -12.2% | -26.8% | +14.6% | -5.7% |
| 3M | +7.4% | -20.6% | +28.0% | +12.4% |
| 6M | +22.2% | -47.5% | +69.7% | +39.0% |
| YTD | -14.0% | -38.5% | +24.5% | -8.2% |
| 1Y | -27.3% | -31.0% | +3.7% | -26.4% |
| 3Y | +24.5% | +216.5% | -192.0% | -24.5% |
| All | +18.4% | +100.3% | -81.9% | -23.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling