-24.8%
KTOS vs WCC
+61.8%
-86.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.9% | -4.5% | -2.3% |
| 7D | -8.0% | +4.5% | -12.5% | -9.9% |
| 30D | -13.6% | -5.8% | -7.8% | -11.5% |
| 3M | -24.6% | -3.7% | -20.9% | -24.0% |
| 6M | -46.3% | +23.1% | -69.4% | -52.7% |
| YTD | -37.0% | +44.2% | -81.2% | -49.3% |
| 1Y | -24.8% | +62.1% | -86.9% | -42.0% |
| All | -24.8% | +61.8% | -86.6% | -42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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