+606.4%
KTOS vs BG
+166.7%
+439.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | 0.0% |
| 7D | -2.4% | +3.1% | -5.5% | -3.4% |
| 30D | -26.8% | +10.2% | -37.1% | -29.4% |
| 3M | -20.6% | -1.7% | -18.9% | -20.5% |
| 6M | -47.5% | +1.0% | -48.5% | -48.1% |
| YTD | -38.5% | +39.9% | -78.4% | -45.3% |
| 1Y | -31.0% | +53.2% | -84.2% | -41.1% |
| 3Y | +216.5% | +16.3% | +200.3% | +191.5% |
| 5Y | +105.7% | +83.9% | +21.8% | +54.2% |
| All | +606.4% | +166.7% | +439.7% | +338.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling