-24.8%
KTOS vs BUD
+36.8%
-61.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.7% | -0.6% |
| 7D | -8.0% | +0.3% | -8.3% | -8.0% |
| 30D | -13.6% | -5.7% | -7.9% | -14.4% |
| 3M | -24.6% | +3.1% | -27.7% | -24.9% |
| 6M | -46.3% | +7.9% | -54.2% | -48.3% |
| YTD | -37.0% | +27.3% | -64.3% | -36.7% |
| 1Y | -24.8% | +37.8% | -62.6% | -20.9% |
| All | -24.8% | +36.8% | -61.6% | -20.9% |
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