+606.4%
KTOS vs BTG
+159.3%
+447.1%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.7% |
| 7D | -2.4% | -3.8% | +1.4% | -1.9% |
| 30D | -26.8% | +3.6% | -30.5% | -27.3% |
| 3M | -20.6% | +32.0% | -52.6% | -23.9% |
| 6M | -47.5% | +3.4% | -50.9% | -48.3% |
| YTD | -38.5% | +20.8% | -59.3% | -40.9% |
| 1Y | -31.0% | +22.4% | -53.4% | -34.1% |
| 3Y | +216.5% | +91.7% | +124.8% | +183.1% |
| 5Y | +105.7% | +79.0% | +26.7% | +83.9% |
| All | +606.4% | +159.3% | +447.1% | +522.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling