-24.8%
KTOS vs BN
-6.5%
-18.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.4% |
| 7D | -8.0% | -2.5% | -5.6% | -6.2% |
| 30D | -13.6% | -9.5% | -4.1% | -6.6% |
| 3M | -24.6% | -10.4% | -14.2% | -17.8% |
| 6M | -46.3% | -6.4% | -40.0% | -43.6% |
| YTD | -37.0% | -11.9% | -25.1% | -31.8% |
| 1Y | -24.8% | -8.6% | -16.2% | -19.6% |
| All | -24.8% | -6.5% | -18.3% | -19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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