-24.8%
KTOS vs BHP
+65.8%
-90.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.9% | +0.7% |
| 7D | -8.0% | -5.0% | -3.1% | -5.6% |
| 30D | -13.6% | +1.2% | -14.8% | -14.4% |
| 3M | -24.6% | +1.8% | -26.4% | -25.8% |
| 6M | -46.3% | +18.0% | -64.4% | -51.2% |
| YTD | -37.0% | +52.7% | -89.7% | -47.0% |
| 1Y | -24.8% | +66.0% | -90.8% | -36.9% |
| All | -24.8% | +65.8% | -90.6% | -36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 BHP 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