+606.4%
KTOS vs WAT
+170.9%
+435.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -1.3% |
| 7D | -2.4% | -0.3% | -2.1% | -2.3% |
| 30D | -26.8% | -1.9% | -25.0% | -26.3% |
| 3M | -20.6% | +13.5% | -34.1% | -24.6% |
| 6M | -47.5% | +37.2% | -84.7% | -54.2% |
| YTD | -38.5% | +7.5% | -46.0% | -41.3% |
| 1Y | -31.0% | +35.0% | -66.0% | -40.4% |
| 3Y | +216.5% | +55.1% | +161.5% | +142.6% |
| 5Y | +105.7% | -2.8% | +108.5% | +93.0% |
| All | +606.4% | +170.9% | +435.4% | +273.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling