+216.5%
KTOS vs BDX
-10.0%
+226.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.8% |
| 7D | -2.4% | -3.2% | +0.8% | -1.7% |
| 30D | -26.8% | -2.5% | -24.3% | -26.4% |
| 3M | -20.6% | +21.4% | -42.0% | -24.3% |
| 6M | -47.5% | +10.4% | -57.9% | -48.7% |
| YTD | -38.5% | +18.8% | -57.3% | -41.3% |
| 1Y | -31.0% | +21.7% | -52.7% | -34.5% |
| 3Y | +216.5% | -10.0% | +226.5% | +238.8% |
| All | +216.5% | -10.0% | +226.5% | +238.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling