-92.5%
KTOS vs BB
+21.9%
-114.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -1.0% |
| 7D | -2.4% | -0.4% | -2.0% | -2.3% |
| 30D | -26.8% | -12.5% | -14.3% | -24.8% |
| 3M | -20.6% | -17.4% | -3.1% | -18.3% |
| 6M | -47.5% | +119.1% | -166.6% | -56.7% |
| YTD | -38.5% | +102.4% | -140.9% | -48.4% |
| 1Y | -31.0% | +98.2% | -129.2% | -42.2% |
| 3Y | +216.5% | +46.9% | +169.6% | +166.2% |
| 5Y | +105.7% | -26.4% | +132.1% | +93.4% |
| 10Y | +615.0% | +1.3% | +613.7% | +410.0% |
| All | -92.5% | +21.9% | -114.4% | -98.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 all: compounded portfolio wealth divided by compounded BB 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…
all analysis · Full analysis span regression · 6 months rolling