+51.5%
KTOS vs BIYA
-99.8%
+151.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | -0.6% |
| 7D | -2.4% | -1.8% | -0.6% | -2.4% |
| 30D | -26.8% | -17.5% | -9.4% | -26.9% |
| 3M | -20.6% | -78.0% | +57.5% | -22.2% |
| 6M | -47.5% | -89.5% | +42.0% | -48.1% |
| YTD | -38.5% | -94.3% | +55.8% | -38.7% |
| 1Y | -31.0% | -98.6% | +67.6% | -32.4% |
| All | +51.5% | -99.8% | +151.3% | +48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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