-47.5%
KTOS vs WAT
+35.7%
-83.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -1.4% |
| 7D | -2.4% | -0.3% | -2.1% | -2.3% |
| 30D | -26.8% | -1.9% | -25.0% | -26.2% |
| 3M | -20.6% | +13.5% | -34.1% | -24.5% |
| 6M | -47.5% | +37.2% | -84.7% | -54.3% |
| All | -47.5% | +35.7% | -83.2% | -54.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling