-24.8%
KTOS vs BR
-29.1%
+4.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.4% | +2.8% | -0.3% |
| 7D | -8.0% | -5.3% | -2.8% | -7.7% |
| 30D | -13.6% | +6.4% | -20.0% | -14.2% |
| 3M | -24.6% | +13.6% | -38.2% | -25.8% |
| 6M | -46.3% | -6.7% | -39.6% | -47.8% |
| YTD | -37.0% | -21.1% | -15.9% | -33.3% |
| 1Y | -24.8% | -29.6% | +4.8% | -22.2% |
| All | -24.8% | -29.1% | +4.3% | -22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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