-92.5%
KTOS vs BWA
+1,916.8%
-2,009.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -1.2% |
| 7D | -2.4% | -1.3% | -1.0% | -1.9% |
| 30D | -26.8% | -2.9% | -23.9% | -26.0% |
| 3M | -20.6% | -10.7% | -9.8% | -17.0% |
| 6M | -47.5% | +26.5% | -74.0% | -52.3% |
| YTD | -38.5% | +49.1% | -87.6% | -48.9% |
| 1Y | -31.0% | +52.1% | -83.1% | -43.4% |
| 3Y | +216.5% | +72.6% | +144.0% | +138.0% |
| 5Y | +105.7% | +89.4% | +16.3% | +45.2% |
| 10Y | +615.0% | +157.7% | +457.3% | +310.9% |
| All | -92.5% | +1,916.8% | -2,009.3% | -98.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling