+64.0%
KTOS vs BBAI
-71.3%
+135.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.8% | -2.4% | -0.7% |
| 7D | -2.4% | -1.7% | -0.7% | -2.3% |
| 30D | -26.8% | -12.0% | -14.9% | -26.4% |
| 3M | -20.6% | -30.7% | +10.1% | -19.3% |
| 6M | -47.5% | -30.7% | -16.8% | -46.7% |
| YTD | -38.5% | -46.9% | +8.4% | -37.0% |
| 1Y | -31.0% | -41.1% | +10.1% | -29.6% |
| 3Y | +216.5% | +65.9% | +150.6% | +210.6% |
| 5Y | +105.7% | -70.9% | +176.5% | +100.2% |
| All | +64.0% | -71.3% | +135.3% | +57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BBAI.
Daily Out/Under-Performance
Portfolio return minus BBAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBAI 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 BBAI 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