-31.0%
KTOS vs BTI
+3.5%
-34.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.5% |
| 7D | -2.4% | -0.2% | -2.2% | -2.4% |
| 30D | -26.8% | -1.1% | -25.8% | -27.0% |
| 3M | -20.6% | -8.8% | -11.8% | -21.8% |
| 6M | -47.5% | -4.0% | -43.5% | -48.5% |
| YTD | -38.5% | +0.4% | -38.9% | -40.0% |
| 1Y | -31.0% | +1.9% | -32.9% | -22.4% |
| All | -31.0% | +3.5% | -34.5% | -22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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