+115.5%
KTOS vs WCN
+26.9%
+88.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +1.6% |
| 7D | -0.5% | -2.3% | +1.8% | +0.3% |
| 30D | -26.3% | -3.2% | -23.2% | -25.5% |
| 3M | -17.6% | +3.4% | -21.0% | -19.5% |
| 6M | -45.6% | -2.9% | -42.8% | -45.6% |
| YTD | -37.3% | -7.6% | -29.7% | -36.0% |
| 1Y | -31.2% | -7.9% | -23.3% | -29.9% |
| 3Y | +223.2% | +15.6% | +207.6% | +184.7% |
| 5Y | +115.5% | +28.0% | +87.5% | +68.5% |
| All | +115.5% | +26.9% | +88.6% | +68.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling