-53.5%
KTOS vs BROS
-19.8%
-33.8%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +0.9% | -13.2% | -12.4% |
| 7D | -12.7% | +2.5% | -15.1% | -13.0% |
| 30D | -14.4% | +15.1% | -29.5% | -16.6% |
| 3M | -30.7% | -31.4% | +0.7% | -26.3% |
| 6M | -41.9% | -22.6% | -19.3% | -40.8% |
| YTD | -52.6% | -28.1% | -24.5% | -52.2% |
| All | -53.5% | -19.8% | -33.8% | -55.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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