+380.3%
KTOS vs BAM
+66.2%
+314.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.7% | -0.6% |
| 7D | -2.4% | -6.6% | +4.2% | +0.8% |
| 30D | -26.8% | -12.4% | -14.4% | -22.2% |
| 3M | -20.6% | +2.4% | -22.9% | -21.5% |
| 6M | -47.5% | +7.9% | -55.4% | -49.0% |
| YTD | -38.5% | -7.0% | -31.5% | -37.0% |
| 1Y | -31.0% | -13.4% | -17.6% | -27.1% |
| 3Y | +216.5% | +46.9% | +169.7% | +175.5% |
| All | +380.3% | +66.2% | +314.1% | +305.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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