-92.5%
KTOS vs BIIB
+925.9%
-1,018.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.8% |
| 7D | -2.4% | -1.7% | -0.7% | -2.0% |
| 30D | -26.8% | +4.0% | -30.8% | -27.5% |
| 3M | -20.6% | +8.6% | -29.2% | -22.6% |
| 6M | -47.5% | +14.0% | -61.5% | -49.7% |
| YTD | -38.5% | +23.4% | -61.9% | -42.5% |
| 1Y | -31.0% | +45.9% | -76.9% | -38.2% |
| 3Y | +216.5% | -16.1% | +232.7% | +217.0% |
| 5Y | +105.7% | -27.6% | +133.3% | +109.2% |
| 10Y | +615.0% | -26.7% | +641.7% | +548.9% |
| All | -92.5% | +925.9% | -1,018.4% | -97.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BIIB.
Daily Out/Under-Performance
Portfolio return minus BIIB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIIB 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 BIIB 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