+97.5%
KTOS vs BRO
+17.6%
+79.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | -2.4% | -7.3% | +5.0% | +0.7% |
| 30D | -26.8% | -6.9% | -20.0% | -24.9% |
| 3M | -20.6% | +10.7% | -31.2% | -25.6% |
| 6M | -47.5% | -2.7% | -44.8% | -47.9% |
| YTD | -38.5% | -16.3% | -22.2% | -34.6% |
| 1Y | -31.0% | -29.1% | -1.9% | -20.2% |
| 3Y | +216.5% | -7.8% | +224.4% | +210.6% |
| All | +97.5% | +17.6% | +79.9% | +54.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling