+97.5%
KTOS vs BR
+8.0%
+89.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | -2.4% | -3.0% | +0.6% | -1.1% |
| 30D | -26.8% | -0.3% | -26.5% | -27.0% |
| 3M | -20.6% | +17.3% | -37.9% | -27.3% |
| 6M | -47.5% | -6.7% | -40.8% | -46.2% |
| YTD | -38.5% | -23.4% | -15.0% | -30.6% |
| 1Y | -31.0% | -32.7% | +1.7% | -16.3% |
| 3Y | +216.5% | -5.9% | +222.5% | +206.2% |
| All | +97.5% | +8.0% | +89.5% | +53.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling