+606.4%
KTOS vs WEC
+146.6%
+459.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -2.4% | -0.6% | -1.8% | -2.2% |
| 30D | -26.8% | -2.6% | -24.2% | -26.2% |
| 3M | -20.6% | -6.0% | -14.5% | -19.1% |
| 6M | -47.5% | -5.4% | -42.1% | -46.8% |
| YTD | -38.5% | +2.5% | -41.0% | -39.5% |
| 1Y | -31.0% | -0.7% | -30.3% | -31.4% |
| 3Y | +216.5% | +38.7% | +177.8% | +174.2% |
| 5Y | +105.7% | +31.7% | +74.0% | +80.5% |
| All | +606.4% | +146.6% | +459.8% | +525.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling