-24.8%
KTOS vs AWK
+1.8%
-26.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.4% | -0.6% |
| 7D | -8.0% | +1.7% | -9.8% | -7.2% |
| 30D | -13.6% | +5.6% | -19.2% | -11.1% |
| 3M | -24.6% | +15.9% | -40.4% | -18.4% |
| 6M | -46.3% | +4.6% | -50.9% | -43.8% |
| YTD | -37.0% | +10.1% | -47.1% | -32.8% |
| 1Y | -24.8% | +2.1% | -26.9% | -19.2% |
| All | -24.8% | +1.8% | -26.6% | -19.2% |
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