-92.5%
KTOS vs BRO
+3,940.9%
-4,033.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | -2.4% | -7.3% | +5.0% | +0.8% |
| 30D | -26.8% | -6.9% | -20.0% | -24.8% |
| 3M | -20.6% | +10.7% | -31.2% | -25.0% |
| 6M | -47.5% | -2.7% | -44.8% | -47.8% |
| YTD | -38.5% | -16.3% | -22.2% | -35.0% |
| 1Y | -31.0% | -29.1% | -1.9% | -21.9% |
| 3Y | +216.5% | -7.8% | +224.4% | +216.3% |
| 5Y | +105.7% | +18.7% | +86.9% | +81.7% |
| 10Y | +615.0% | +291.9% | +323.1% | +303.3% |
| All | -92.5% | +3,940.9% | -4,033.4% | -97.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling