-24.8%
KTOS vs WAT
+41.4%
-66.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.3% |
| 7D | -8.0% | -1.3% | -6.8% | -7.7% |
| 30D | -13.6% | +2.3% | -15.9% | -14.1% |
| 3M | -24.6% | +8.7% | -33.3% | -26.2% |
| 6M | -46.3% | +28.3% | -74.7% | -49.3% |
| YTD | -37.0% | +7.8% | -44.8% | -39.5% |
| 1Y | -24.8% | +36.6% | -61.4% | -31.8% |
| All | -24.8% | +41.4% | -66.2% | -31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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