-60.1%
KTOS vs BBWI
+2.4%
-62.5%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +4.1% | -16.4% | -12.7% |
| 7D | -12.7% | +8.8% | -21.4% | -13.6% |
| 30D | -14.4% | +34.8% | -49.2% | -17.5% |
| 3M | -30.7% | +12.9% | -43.6% | -31.8% |
| 6M | -41.9% | +29.6% | -71.5% | -44.3% |
| YTD | -52.6% | +20.8% | -73.4% | -53.8% |
| 1Y | -60.1% | +4.1% | -64.2% | -60.3% |
| All | -60.1% | +2.4% | -62.5% | -60.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 1y: compounded portfolio wealth divided by compounded BBWI 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…
1y analysis · Full analysis span regression · 6 months rolling