-56.9%
KTOS vs BG
+8.8%
-65.6%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +1.6% | -8.7% | -7.5% |
| 7D | -23.4% | +2.6% | -26.0% | -23.9% |
| 30D | -23.6% | -8.2% | -15.4% | -21.9% |
| 3M | -39.7% | -7.0% | -32.7% | -39.5% |
| 6M | -43.7% | -23.5% | -20.2% | -37.7% |
| YTD | -56.0% | +12.6% | -68.6% | -62.9% |
| 1Y | -56.9% | +5.8% | -62.6% | -64.2% |
| All | -56.9% | +8.8% | -65.6% | -64.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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