-24.8%
KTOS vs WAB
+48.2%
-73.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -1.0% |
| 7D | -8.0% | -3.2% | -4.8% | -6.2% |
| 30D | -13.6% | -4.4% | -9.1% | -11.2% |
| 3M | -24.6% | +7.9% | -32.4% | -29.0% |
| 6M | -46.3% | +8.7% | -55.1% | -50.0% |
| YTD | -37.0% | +33.0% | -70.0% | -53.5% |
| 1Y | -24.8% | +46.7% | -71.5% | -48.3% |
| All | -24.8% | +48.2% | -73.0% | -48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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