-24.8%
KTOS vs WEC
+1.8%
-26.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.7% |
| 7D | -8.0% | -0.3% | -7.8% | -8.1% |
| 30D | -13.6% | -1.3% | -12.3% | -13.6% |
| 3M | -24.6% | -3.9% | -20.6% | -25.0% |
| 6M | -46.3% | -8.3% | -38.0% | -46.5% |
| YTD | -37.0% | +3.1% | -40.1% | -37.7% |
| 1Y | -24.8% | +1.9% | -26.7% | -23.0% |
| All | -24.8% | +1.8% | -26.6% | -23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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