+216.5%
KTOS vs BAH
-27.9%
+244.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.7% |
| 7D | -2.4% | +4.3% | -6.6% | -3.8% |
| 30D | -26.8% | -2.5% | -24.4% | -26.2% |
| 3M | -20.6% | -0.9% | -19.6% | -20.4% |
| 6M | -47.5% | +1.5% | -49.0% | -47.9% |
| YTD | -38.5% | -8.0% | -30.5% | -37.3% |
| 1Y | -31.0% | -24.7% | -6.3% | -25.5% |
| 3Y | +216.5% | -28.4% | +244.9% | +214.5% |
| All | +216.5% | -27.9% | +244.4% | +214.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling