+606.4%
KTOS vs GWW
+570.2%
+36.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.9% |
| 7D | -2.4% | -3.4% | +1.0% | -0.8% |
| 30D | -26.8% | -1.9% | -24.9% | -26.2% |
| 3M | -20.6% | -2.4% | -18.2% | -20.3% |
| 6M | -47.5% | +15.7% | -63.2% | -51.8% |
| YTD | -38.5% | +27.6% | -66.1% | -46.5% |
| 1Y | -31.0% | +27.2% | -58.2% | -40.0% |
| 3Y | +216.5% | +89.7% | +126.9% | +123.1% |
| 5Y | +105.7% | +223.9% | -118.2% | +9.1% |
| All | +606.4% | +570.2% | +36.2% | +198.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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