-56.9%
KTOS vs BTG
+30.1%
-87.0%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +3.1% | -10.3% | -7.9% |
| 7D | -23.4% | +5.6% | -29.0% | -24.7% |
| 30D | -23.6% | +1.2% | -24.8% | -24.1% |
| 3M | -39.7% | +29.0% | -68.7% | -45.4% |
| 6M | -43.7% | +25.4% | -69.1% | -49.1% |
| YTD | -56.0% | +18.3% | -74.3% | -64.1% |
| 1Y | -56.9% | +32.4% | -89.3% | -68.6% |
| All | -56.9% | +30.1% | -87.0% | -68.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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