+606.4%
KTOS vs BMRN
-29.6%
+636.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.7% |
| 7D | -2.4% | -1.3% | -1.1% | -2.0% |
| 30D | -26.8% | -6.5% | -20.3% | -25.5% |
| 3M | -20.6% | +18.3% | -38.8% | -24.5% |
| 6M | -47.5% | +8.9% | -56.4% | -49.1% |
| YTD | -38.5% | +10.5% | -49.0% | -40.9% |
| 1Y | -31.0% | +17.5% | -48.5% | -35.2% |
| 3Y | +216.5% | -27.7% | +244.3% | +234.4% |
| 5Y | +105.7% | -15.8% | +121.5% | +102.3% |
| All | +606.4% | -29.6% | +636.0% | +566.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling