-92.2%
KTOS vs SWK
+602.2%
-694.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.8% | +3.6% | +2.0% |
| 7D | -2.3% | +0.1% | -2.4% | -2.5% |
| 30D | -20.7% | -8.9% | -11.8% | -17.4% |
| 3M | -16.5% | +20.5% | -37.0% | -23.7% |
| 6M | -44.6% | +27.1% | -71.7% | -50.8% |
| YTD | -36.5% | +30.2% | -66.7% | -44.5% |
| 1Y | -24.9% | +24.8% | -49.6% | -33.4% |
| 3Y | +227.9% | +16.3% | +211.6% | +181.2% |
| 5Y | +103.6% | -40.1% | +143.7% | +127.4% |
| 10Y | +597.5% | +0.8% | +596.8% | +485.5% |
| All | -92.2% | +602.2% | -694.4% | -97.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling