-56.9%
KTOS vs BMRN
+7.6%
-64.4%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -1.8% | -5.4% | -6.9% |
| 7D | -23.4% | -2.4% | -21.0% | -23.2% |
| 30D | -23.6% | -0.2% | -23.4% | -23.6% |
| 3M | -39.7% | -6.3% | -33.3% | -38.9% |
| 6M | -43.7% | +5.4% | -49.1% | -43.8% |
| YTD | -56.0% | -5.6% | -50.4% | -55.5% |
| 1Y | -56.9% | +6.3% | -63.2% | -58.5% |
| All | -56.9% | +7.6% | -64.4% | -58.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BMRN.
Daily Out/Under-Performance
Portfolio return minus BMRN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMRN 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 1y: compounded portfolio wealth divided by compounded BMRN 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…
1y analysis · Full analysis span regression · 6 months rolling