+606.4%
KTOS vs BLDR
+383.3%
+223.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.4% | -3.0% | -1.4% |
| 7D | -2.4% | -8.2% | +5.9% | +0.3% |
| 30D | -26.8% | -16.6% | -10.2% | -22.6% |
| 3M | -20.6% | -23.2% | +2.6% | -14.8% |
| 6M | -47.5% | -33.7% | -13.8% | -41.1% |
| YTD | -38.5% | -41.3% | +2.8% | -28.4% |
| 1Y | -31.0% | -58.8% | +27.8% | -10.6% |
| 3Y | +216.5% | -57.5% | +274.0% | +280.6% |
| 5Y | +105.7% | +12.9% | +92.8% | +67.3% |
| All | +606.4% | +383.3% | +223.0% | +248.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 10y: compounded portfolio wealth divided by compounded BLDR 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…
10y analysis · Full analysis span regression · 6 months rolling