-60.1%
KTOS vs AWK
+20.7%
-80.8%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +2.2% | -14.5% | -11.1% |
| 7D | -12.7% | +7.0% | -19.7% | -9.5% |
| 30D | -14.4% | +17.0% | -31.5% | -7.1% |
| 3M | -30.7% | +12.4% | -43.1% | -26.2% |
| 6M | -41.9% | +19.6% | -61.5% | -35.0% |
| YTD | -52.6% | +17.0% | -69.7% | -47.6% |
| 1Y | -60.1% | +20.0% | -80.2% | -54.6% |
| All | -60.1% | +20.7% | -80.8% | -54.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 AWK 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