-53.6%
KTOS vs BRO
-6.8%
-46.9%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.3% | -3.8% | -2.4% |
| 7D | -10.4% | +1.6% | -12.0% | -10.3% |
| 30D | -13.3% | +14.6% | -27.9% | -13.3% |
| 3M | -41.2% | +0.9% | -42.1% | -41.1% |
| 6M | -36.6% | +28.3% | -64.9% | -38.9% |
| YTD | -51.6% | -8.9% | -42.7% | -53.6% |
| 1Y | -53.6% | -7.5% | -46.1% | -55.4% |
| All | -53.6% | -6.8% | -46.9% | -55.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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