-31.0%
KTOS vs WCN
-9.1%
-21.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | -2.4% | -3.1% | +0.7% | -3.3% |
| 30D | -26.8% | -3.4% | -23.5% | -27.6% |
| 3M | -20.6% | +3.0% | -23.5% | -20.6% |
| 6M | -47.5% | -3.8% | -43.7% | -47.0% |
| YTD | -38.5% | -8.3% | -30.2% | -37.5% |
| 1Y | -31.0% | -9.7% | -21.3% | -26.9% |
| All | -31.0% | -9.1% | -21.9% | -26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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