+97.5%
KTOS vs TW
+19.5%
+78.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.2% |
| 7D | -2.4% | -4.5% | +2.1% | -0.7% |
| 30D | -26.8% | -2.3% | -24.6% | -26.3% |
| 3M | -20.6% | +2.6% | -23.2% | -22.2% |
| 6M | -47.5% | -17.5% | -29.9% | -43.9% |
| YTD | -38.5% | -5.3% | -33.2% | -38.4% |
| 1Y | -31.0% | -14.8% | -16.2% | -27.8% |
| 3Y | +216.5% | +18.8% | +197.7% | +170.7% |
| All | +97.5% | +19.5% | +78.0% | +49.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling