+216.5%
KTOS vs AWK
+7.8%
+208.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.8% |
| 7D | -2.4% | -2.1% | -0.2% | -2.6% |
| 30D | -26.8% | +2.1% | -28.9% | -26.7% |
| 3M | -20.6% | +11.4% | -31.9% | -19.8% |
| 6M | -47.5% | +3.9% | -51.4% | -47.0% |
| YTD | -38.5% | +7.7% | -46.2% | -37.9% |
| 1Y | -31.0% | +1.3% | -32.3% | -30.1% |
| 3Y | +216.5% | +7.2% | +209.4% | +226.8% |
| All | +216.5% | +7.8% | +208.8% | +226.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling