+216.5%
KTOS vs TW
+19.1%
+197.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.4% |
| 7D | -2.4% | -4.5% | +2.1% | -1.5% |
| 30D | -26.8% | -2.3% | -24.6% | -26.6% |
| 3M | -20.6% | +2.6% | -23.2% | -21.7% |
| 6M | -47.5% | -17.5% | -29.9% | -45.2% |
| YTD | -38.5% | -5.3% | -33.2% | -38.1% |
| 1Y | -31.0% | -14.8% | -16.2% | -28.3% |
| 3Y | +216.5% | +18.8% | +197.7% | +216.7% |
| All | +216.5% | +19.1% | +197.5% | +216.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling