-60.1%
KTOS vs TW
+20.8%
-80.9%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +1.0% | -13.3% | -12.3% |
| 7D | -12.7% | +6.0% | -18.6% | -12.7% |
| 30D | -14.4% | +18.6% | -33.0% | -14.9% |
| 3M | -30.7% | +26.5% | -57.2% | -31.2% |
| 6M | -41.9% | +13.1% | -55.1% | -42.5% |
| YTD | -52.6% | +18.5% | -71.2% | -50.4% |
| 1Y | -60.1% | +21.7% | -81.9% | -59.1% |
| All | -60.1% | +20.8% | -80.9% | -59.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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