-92.5%
KTOS vs WCC
+4,690.9%
-4,783.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.7% | -4.3% | -1.7% |
| 7D | -2.4% | +1.5% | -3.9% | -2.8% |
| 30D | -26.8% | -2.1% | -24.7% | -26.4% |
| 3M | -20.6% | +3.8% | -24.4% | -21.8% |
| 6M | -47.5% | +35.0% | -82.5% | -52.2% |
| YTD | -38.5% | +46.4% | -84.9% | -45.4% |
| 1Y | -31.0% | +63.0% | -94.0% | -40.7% |
| 3Y | +216.5% | +133.9% | +82.6% | +135.0% |
| 5Y | +105.7% | +226.5% | -120.9% | +34.4% |
| 10Y | +615.0% | +536.5% | +78.5% | +261.1% |
| All | -92.5% | +4,690.9% | -4,783.4% | -98.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling