+71.2%
KTOS vs BTDR
+19.6%
+51.6%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.7% | -4.3% | -0.9% |
| 7D | -2.4% | -3.4% | +1.0% | -2.1% |
| 30D | -26.8% | +32.6% | -59.4% | -28.7% |
| 3M | -20.6% | -32.2% | +11.7% | -19.0% |
| 6M | -47.5% | +52.4% | -99.8% | -49.5% |
| YTD | -38.5% | +6.7% | -45.2% | -39.6% |
| 1Y | -31.0% | -15.2% | -15.8% | -32.1% |
| 3Y | +216.5% | +14.9% | +201.7% | +198.1% |
| 5Y | +105.7% | +20.8% | +84.9% | +92.5% |
| All | +71.2% | +19.6% | +51.6% | +59.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling