-20.6%
KTOS vs BAH
-0.7%
-19.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.7% |
| 7D | -2.4% | +4.3% | -6.6% | -3.3% |
| 30D | -26.8% | -2.5% | -24.4% | -26.3% |
| 3M | -20.6% | -0.9% | -19.6% | -16.4% |
| All | -20.6% | -0.7% | -19.8% | -16.4% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling