-53.5%
KTOS vs BR
-12.5%
-41.0%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +3.0% | -15.3% | -12.3% |
| 7D | -12.7% | +7.0% | -19.6% | -12.8% |
| 30D | -14.4% | +19.0% | -33.4% | -15.2% |
| 3M | -30.7% | +13.1% | -43.8% | -31.2% |
| 6M | -41.9% | +24.6% | -66.6% | -43.3% |
| YTD | -52.6% | -13.6% | -39.0% | -49.4% |
| All | -53.5% | -12.5% | -41.0% | -53.6% |
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