-56.9%
KTOS vs BWA
+9.6%
-66.4%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -5.7% | -1.5% | -5.8% |
| 7D | -23.4% | -10.8% | -12.6% | -21.2% |
| 30D | -23.6% | -25.0% | +1.4% | -18.6% |
| 3M | -39.7% | -28.6% | -11.0% | -35.0% |
| 6M | -43.7% | -16.6% | -27.1% | -39.6% |
| YTD | -56.0% | +6.3% | -62.3% | -57.0% |
| 1Y | -56.9% | +7.2% | -64.0% | -57.8% |
| All | -56.9% | +9.6% | -66.4% | -57.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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