-26.8%
KTOS vs BLDR
+372.2%
-399.1%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.4% | -3.0% | -1.0% |
| 7D | -2.4% | -8.2% | +5.9% | -1.1% |
| 30D | -26.8% | -16.6% | -10.2% | -24.8% |
| 3M | -20.6% | -23.2% | +2.6% | -17.8% |
| 6M | -47.5% | -33.7% | -13.8% | -44.4% |
| YTD | -38.5% | -41.3% | +2.8% | -33.7% |
| 1Y | -31.0% | -58.8% | +27.8% | -21.7% |
| 3Y | +216.5% | -57.5% | +274.0% | +249.3% |
| 5Y | +105.7% | +12.9% | +92.8% | +94.6% |
| 10Y | +615.0% | +378.4% | +236.6% | +448.0% |
| All | -26.8% | +372.2% | -399.1% | -42.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling