+97.5%
KTOS vs BTG
+78.0%
+19.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.7% |
| 7D | -2.4% | -3.8% | +1.4% | -1.6% |
| 30D | -26.8% | +3.6% | -30.5% | -27.6% |
| 3M | -20.6% | +32.0% | -52.6% | -25.7% |
| 6M | -47.5% | +3.4% | -50.9% | -48.9% |
| YTD | -38.5% | +20.8% | -59.3% | -42.5% |
| 1Y | -31.0% | +22.4% | -53.4% | -36.2% |
| 3Y | +216.5% | +91.7% | +124.8% | +161.1% |
| All | +97.5% | +78.0% | +19.5% | +71.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling