+606.4%
KTOS vs BAH
+207.9%
+398.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.8% |
| 7D | -2.4% | +4.3% | -6.6% | -4.5% |
| 30D | -26.8% | -2.5% | -24.4% | -25.9% |
| 3M | -20.6% | -0.9% | -19.6% | -20.9% |
| 6M | -47.5% | +1.5% | -49.0% | -48.5% |
| YTD | -38.5% | -8.0% | -30.5% | -37.3% |
| 1Y | -31.0% | -24.7% | -6.3% | -22.3% |
| 3Y | +216.5% | -28.4% | +244.9% | +238.5% |
| 5Y | +105.7% | +2.8% | +102.9% | +68.0% |
| All | +606.4% | +207.9% | +398.4% | +223.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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