-53.5%
KTOS vs BDX
+53.6%
-107.1%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +5.6% | -17.8% | -12.6% |
| 7D | -12.7% | +7.2% | -19.8% | -13.2% |
| 30D | -14.4% | +15.8% | -30.2% | -16.1% |
| 3M | -30.7% | +23.7% | -54.4% | -32.8% |
| 6M | -41.9% | +44.8% | -86.8% | -46.0% |
| YTD | -52.6% | +39.8% | -92.4% | -56.6% |
| All | -53.5% | +53.6% | -107.1% | -57.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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