-31.0%
KTOS vs ARWR
+188.7%
-219.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -2.4% | -4.0% | +1.7% | -1.7% |
| 30D | -26.8% | -5.0% | -21.8% | -26.2% |
| 3M | -20.6% | +11.3% | -31.9% | -22.4% |
| 6M | -47.5% | +42.6% | -90.1% | -50.5% |
| YTD | -38.5% | +24.8% | -63.3% | -41.4% |
| 1Y | -31.0% | +178.8% | -209.8% | -44.5% |
| All | -31.0% | +188.7% | -219.7% | -44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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