-24.8%
KTOS vs BNS
+52.2%
-77.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | +0.4% |
| 7D | -8.0% | +1.5% | -9.6% | -9.3% |
| 30D | -13.6% | +6.0% | -19.5% | -17.8% |
| 3M | -24.6% | +16.3% | -40.9% | -34.8% |
| 6M | -46.3% | +28.8% | -75.1% | -58.7% |
| YTD | -37.0% | +30.0% | -67.0% | -51.6% |
| 1Y | -24.8% | +50.7% | -75.5% | -49.5% |
| All | -24.8% | +52.2% | -77.0% | -49.5% |
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