+169.9%
KTOS vs AWK
+946.8%
-776.9%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.2% |
| 7D | -2.4% | -2.1% | -0.2% | -1.8% |
| 30D | -26.8% | +2.1% | -28.9% | -27.4% |
| 3M | -20.6% | +11.4% | -31.9% | -23.4% |
| 6M | -47.5% | +3.9% | -51.4% | -48.6% |
| YTD | -38.5% | +7.7% | -46.2% | -40.6% |
| 1Y | -31.0% | +1.3% | -32.3% | -32.3% |
| 3Y | +216.5% | +7.2% | +209.4% | +197.8% |
| 5Y | +105.7% | -17.0% | +122.7% | +109.7% |
| 10Y | +615.0% | +131.6% | +483.4% | +440.8% |
| All | +169.9% | +946.8% | -776.9% | +58.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling