+606.4%
KTOS vs BN
+265.2%
+341.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.1% | -0.9% |
| 7D | -2.4% | -5.2% | +2.8% | +0.8% |
| 30D | -26.8% | -14.5% | -12.4% | -19.5% |
| 3M | -20.6% | -15.0% | -5.6% | -12.2% |
| 6M | -47.5% | -5.4% | -42.1% | -45.4% |
| YTD | -38.5% | -16.4% | -22.1% | -31.5% |
| 1Y | -31.0% | -16.2% | -14.8% | -23.3% |
| 3Y | +216.5% | +67.5% | +149.0% | +122.4% |
| 5Y | +105.7% | +34.1% | +71.6% | +62.7% |
| All | +606.4% | +265.2% | +341.2% | +236.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling