-92.5%
KTOS vs BHP
+3,495.5%
-3,588.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | -2.4% | -3.6% | +1.3% | -1.2% |
| 30D | -26.8% | -1.2% | -25.7% | -26.7% |
| 3M | -20.6% | +1.2% | -21.8% | -21.0% |
| 6M | -47.5% | +21.4% | -68.9% | -50.8% |
| YTD | -38.5% | +50.4% | -88.9% | -46.5% |
| 1Y | -31.0% | +67.5% | -98.5% | -42.2% |
| 3Y | +216.5% | +72.8% | +143.7% | +157.6% |
| 5Y | +105.7% | +112.6% | -6.9% | +52.7% |
| 10Y | +615.0% | +481.7% | +133.3% | +281.9% |
| All | -92.5% | +3,495.5% | -3,588.0% | -97.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling