-60.1%
KTOS vs BN
-3.9%
-56.2%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +6.1% | -18.3% | -16.1% |
| 7D | -12.7% | +12.0% | -24.6% | -20.2% |
| 30D | -14.4% | +17.0% | -31.4% | -24.6% |
| 3M | -30.7% | -3.2% | -27.4% | -28.9% |
| 6M | -41.9% | -3.9% | -38.1% | -39.9% |
| YTD | -52.6% | -5.6% | -47.0% | -52.1% |
| 1Y | -60.1% | -4.7% | -55.4% | -60.4% |
| All | -60.1% | -3.9% | -56.2% | -60.4% |
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