-24.8%
KTOS vs SWK
+37.3%
-62.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.9% |
| 7D | -8.0% | -0.4% | -7.6% | -7.9% |
| 30D | -13.6% | -5.7% | -7.9% | -11.8% |
| 3M | -24.6% | +24.1% | -48.6% | -30.3% |
| 6M | -46.3% | +24.7% | -71.1% | -50.5% |
| YTD | -37.0% | +33.9% | -70.9% | -44.2% |
| 1Y | -24.8% | +34.7% | -59.5% | -32.0% |
| All | -24.8% | +37.3% | -62.1% | -32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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