-31.0%
KTOS vs BTSG
+113.2%
-144.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -0.9% |
| 7D | -2.4% | -3.3% | +0.9% | -1.8% |
| 30D | -26.8% | -1.6% | -25.2% | -26.7% |
| 3M | -20.6% | -6.9% | -13.7% | -20.8% |
| 6M | -47.5% | +42.1% | -89.6% | -55.4% |
| YTD | -38.5% | +56.8% | -95.3% | -50.1% |
| 1Y | -31.0% | +109.8% | -140.8% | -47.9% |
| All | -31.0% | +113.2% | -144.2% | -47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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