+218.5%
KTOS vs SWK
+10.2%
+208.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.7% | +3.2% | +1.2% |
| 7D | -2.3% | -6.7% | +4.4% | -0.5% |
| 30D | -26.3% | -13.5% | -12.8% | -23.4% |
| 3M | -14.3% | +16.2% | -30.5% | -17.9% |
| 6M | -47.2% | +22.7% | -69.9% | -50.2% |
| YTD | -38.1% | +23.8% | -61.9% | -41.9% |
| 1Y | -28.4% | +20.9% | -49.4% | -32.7% |
| All | +218.5% | +10.2% | +208.3% | +223.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling