+449.3%
KTOS vs BUD
+193.1%
+256.1%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.4% | -0.9% |
| 7D | -2.4% | -2.6% | +0.3% | -1.3% |
| 30D | -26.8% | -1.2% | -25.6% | -26.5% |
| 3M | -20.6% | -4.9% | -15.7% | -19.5% |
| 6M | -47.5% | +9.3% | -56.8% | -50.1% |
| YTD | -38.5% | +24.0% | -62.5% | -44.8% |
| 1Y | -31.0% | +34.5% | -65.5% | -40.6% |
| 3Y | +216.5% | +43.7% | +172.9% | +156.4% |
| 5Y | +105.7% | +46.0% | +59.7% | +60.9% |
| 10Y | +615.0% | -22.5% | +637.5% | +601.5% |
| All | +449.3% | +193.1% | +256.1% | +191.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling