-11.1%
KTOS vs BIDU
+1,284.8%
-1,295.9%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.8% |
| 7D | -2.4% | -8.1% | +5.7% | -1.0% |
| 30D | -26.8% | -12.8% | -14.0% | -25.3% |
| 3M | -20.6% | -21.3% | +0.7% | -17.6% |
| 6M | -47.5% | -27.0% | -20.5% | -44.9% |
| YTD | -38.5% | -30.0% | -8.4% | -35.2% |
| 1Y | -31.0% | -18.3% | -12.7% | -29.5% |
| 3Y | +216.5% | -33.8% | +250.4% | +226.2% |
| 5Y | +105.7% | -44.3% | +150.0% | +107.9% |
| 10Y | +615.0% | -49.8% | +664.8% | +602.8% |
| All | -11.1% | +1,284.8% | -1,295.9% | -22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 BIDU 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