-4.3%
KTOS vs BNS
+1,486.6%
-1,491.0%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -1.0% |
| 7D | -2.4% | -0.4% | -2.0% | -2.1% |
| 30D | -26.8% | +3.5% | -30.3% | -28.4% |
| 3M | -20.6% | +14.1% | -34.6% | -26.7% |
| 6M | -47.5% | +33.8% | -81.3% | -55.7% |
| YTD | -38.5% | +29.5% | -67.9% | -47.2% |
| 1Y | -31.0% | +48.4% | -79.4% | -45.2% |
| 3Y | +216.5% | +129.6% | +86.9% | +93.2% |
| 5Y | +105.7% | +96.1% | +9.6% | +36.8% |
| 10Y | +615.0% | +186.2% | +428.8% | +281.6% |
| All | -4.3% | +1,486.6% | -1,491.0% | -84.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling