+216.5%
KTOS vs BTDR
+4.4%
+212.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.7% | -4.3% | -1.0% |
| 7D | -2.4% | -3.4% | +1.0% | -2.0% |
| 30D | -26.8% | +32.6% | -59.4% | -29.3% |
| 3M | -20.6% | -32.2% | +11.7% | -18.4% |
| 6M | -47.5% | +52.4% | -99.8% | -50.2% |
| YTD | -38.5% | +6.7% | -45.2% | -40.1% |
| 1Y | -31.0% | -15.2% | -15.8% | -32.5% |
| 3Y | +216.5% | +14.9% | +201.7% | +172.6% |
| All | +216.5% | +4.4% | +212.2% | +172.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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