-56.9%
KTOS vs BHP
+48.4%
-105.2%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -1.9% | -5.2% | -6.1% |
| 7D | -23.4% | -4.0% | -19.4% | -21.8% |
| 30D | -23.6% | -9.7% | -13.9% | -19.3% |
| 3M | -39.7% | -10.2% | -29.5% | -36.6% |
| 6M | -43.7% | +1.3% | -45.0% | -45.2% |
| YTD | -56.0% | +35.6% | -91.6% | -64.1% |
| 1Y | -56.9% | +47.5% | -104.4% | -66.8% |
| All | -56.9% | +48.4% | -105.2% | -66.8% |
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