+216.5%
KTOS vs BROS
+59.1%
+157.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -0.8% |
| 7D | -2.4% | -5.8% | +3.4% | -1.6% |
| 30D | -26.8% | -14.0% | -12.9% | -25.5% |
| 3M | -20.6% | -32.5% | +11.9% | -17.0% |
| 6M | -47.5% | -14.9% | -32.6% | -46.9% |
| YTD | -38.5% | -28.3% | -10.2% | -36.8% |
| 1Y | -31.0% | -34.0% | +3.0% | -28.6% |
| 3Y | +216.5% | +63.0% | +153.6% | +173.3% |
| All | +216.5% | +59.1% | +157.5% | +173.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling