-92.5%
KTOS vs BBY
+601.7%
-694.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.1% | -3.7% | -1.6% |
| 7D | -2.4% | +0.6% | -3.0% | -2.6% |
| 30D | -26.8% | +9.4% | -36.2% | -29.1% |
| 3M | -20.6% | +19.3% | -39.9% | -25.5% |
| 6M | -47.5% | +47.9% | -95.4% | -54.1% |
| YTD | -38.5% | +39.6% | -78.1% | -45.4% |
| 1Y | -31.0% | +22.2% | -53.2% | -36.4% |
| 3Y | +216.5% | +45.0% | +171.6% | +163.7% |
| 5Y | +105.7% | +2.6% | +103.1% | +86.6% |
| 10Y | +615.0% | +250.5% | +364.5% | +325.0% |
| All | -92.5% | +601.7% | -694.2% | -97.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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