-24.8%
KTOS vs BMRN
+12.9%
-37.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.7% | -0.6% |
| 7D | -8.0% | +2.9% | -10.9% | -8.5% |
| 30D | -13.6% | +11.0% | -24.6% | -14.8% |
| 3M | -24.6% | +17.8% | -42.4% | -26.3% |
| 6M | -46.3% | +10.1% | -56.4% | -47.0% |
| YTD | -37.0% | +11.9% | -49.0% | -38.0% |
| 1Y | -24.8% | +17.2% | -42.0% | -26.2% |
| All | -24.8% | +12.9% | -37.7% | -26.2% |
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