-56.9%
KTOS vs BEN
+49.4%
-106.3%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -4.9% | -2.2% | -4.5% |
| 7D | -23.4% | -0.4% | -23.0% | -23.4% |
| 30D | -23.6% | -0.7% | -22.9% | -23.5% |
| 3M | -39.7% | -6.8% | -32.8% | -37.4% |
| 6M | -43.7% | +7.9% | -51.6% | -46.1% |
| YTD | -56.0% | +39.6% | -95.6% | -64.2% |
| 1Y | -56.9% | +48.5% | -105.4% | -65.5% |
| All | -56.9% | +49.4% | -106.3% | -65.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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