-92.5%
KTOS vs BBWI
+285.7%
-378.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +6.4% | -7.0% | -2.4% |
| 7D | -2.4% | -4.8% | +2.5% | -1.1% |
| 30D | -26.8% | +3.5% | -30.3% | -27.9% |
| 3M | -20.6% | -0.3% | -20.3% | -21.6% |
| 6M | -47.5% | -5.4% | -42.1% | -48.1% |
| YTD | -38.5% | -4.7% | -33.8% | -39.7% |
| 1Y | -31.0% | -30.5% | -0.5% | -27.2% |
| 3Y | +216.5% | -44.3% | +260.9% | +231.6% |
| 5Y | +105.7% | -66.9% | +172.6% | +138.8% |
| 10Y | +615.0% | -55.3% | +670.3% | +518.2% |
| All | -92.5% | +285.7% | -378.1% | -97.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling