-60.1%
KTOS vs BUD
+38.4%
-98.5%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +3.1% | -15.4% | -11.7% |
| 7D | -12.7% | +3.3% | -16.0% | -12.0% |
| 30D | -14.4% | +11.8% | -26.3% | -13.5% |
| 3M | -30.7% | -1.1% | -29.6% | -30.8% |
| 6M | -41.9% | +14.9% | -56.8% | -42.8% |
| YTD | -52.6% | +32.6% | -85.2% | -54.1% |
| 1Y | -60.1% | +37.2% | -97.3% | -60.9% |
| All | -60.1% | +38.4% | -98.5% | -60.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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