+216.5%
KTOS vs BBWI
-45.3%
+261.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +6.4% | -7.0% | -1.4% |
| 7D | -2.4% | -4.8% | +2.5% | -1.8% |
| 30D | -26.8% | +3.5% | -30.3% | -27.3% |
| 3M | -20.6% | -0.3% | -20.3% | -21.0% |
| 6M | -47.5% | -5.4% | -42.1% | -47.5% |
| YTD | -38.5% | -4.7% | -33.8% | -38.7% |
| 1Y | -31.0% | -30.5% | -0.5% | -29.0% |
| 3Y | +216.5% | -44.3% | +260.9% | +228.6% |
| All | +216.5% | -45.3% | +261.8% | +228.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling