-31.0%
KTOS vs SWK
+20.3%
-51.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -2.4% | -7.5% | +5.2% | +0.3% |
| 30D | -26.8% | -12.5% | -14.3% | -23.4% |
| 3M | -20.6% | +8.3% | -28.9% | -22.7% |
| 6M | -47.5% | +23.4% | -70.9% | -51.5% |
| YTD | -38.5% | +23.8% | -62.3% | -44.0% |
| 1Y | -31.0% | +17.0% | -48.0% | -29.8% |
| All | -31.0% | +20.3% | -51.3% | -29.8% |
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