+606.4%
KTOS vs GWRE
+131.0%
+475.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.8% |
| 7D | -2.4% | -13.2% | +10.9% | +2.0% |
| 30D | -26.8% | -18.6% | -8.3% | -23.1% |
| 3M | -20.6% | +18.9% | -39.5% | -27.8% |
| 6M | -47.5% | -11.0% | -36.5% | -48.0% |
| YTD | -38.5% | -29.9% | -8.6% | -34.5% |
| 1Y | -31.0% | -44.3% | +13.3% | -19.8% |
| 3Y | +216.5% | +51.7% | +164.9% | +127.9% |
| 5Y | +105.7% | +15.4% | +90.2% | +60.7% |
| All | +606.4% | +131.0% | +475.4% | +312.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 10y: compounded portfolio wealth divided by compounded GWRE 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…
10y analysis · Full analysis span regression · 6 months rolling