-52.1%
KTOS vs WETO
-99.4%
+47.3%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +8.0% | -8.1% | -0.1% |
| 7D | +2.0% | -25.4% | +27.5% | +2.0% |
| 30D | -11.8% | -36.5% | +24.6% | -11.9% |
| 3M | -42.4% | -85.6% | +43.2% | -42.8% |
| 6M | -35.6% | -98.7% | +63.1% | -36.9% |
| YTD | -51.7% | -99.2% | +47.6% | -51.4% |
| 1Y | -52.1% | -99.4% | +47.3% | -52.2% |
| All | -52.1% | -99.4% | +47.3% | -52.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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