+216.5%
KTOS vs BG
+18.0%
+198.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.3% |
| 7D | -2.4% | +3.1% | -5.5% | -3.0% |
| 30D | -26.8% | +10.2% | -37.1% | -28.4% |
| 3M | -20.6% | -1.7% | -18.9% | -20.3% |
| 6M | -47.5% | +1.0% | -48.5% | -47.7% |
| YTD | -38.5% | +39.9% | -78.4% | -42.1% |
| 1Y | -31.0% | +53.2% | -84.2% | -36.5% |
| 3Y | +216.5% | +16.3% | +200.3% | +230.8% |
| All | +216.5% | +18.0% | +198.6% | +230.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling