-56.9%
KTOS vs BNS
+44.2%
-101.1%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -4.8% | -2.3% | -3.3% |
| 7D | -23.4% | -3.8% | -19.6% | -21.0% |
| 30D | -23.6% | +1.7% | -25.3% | -24.8% |
| 3M | -39.7% | +4.6% | -44.2% | -42.0% |
| 6M | -43.7% | +21.9% | -65.6% | -54.1% |
| YTD | -56.0% | +28.3% | -84.3% | -66.1% |
| 1Y | -56.9% | +44.3% | -101.2% | -69.8% |
| All | -56.9% | +44.2% | -101.1% | -69.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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