-24.8%
KTOS vs WETO
-98.9%
+74.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -20.8% | +20.2% | -0.6% |
| 7D | -8.0% | -55.4% | +47.4% | -7.9% |
| 30D | -13.6% | -48.5% | +34.9% | -14.6% |
| 3M | -24.6% | -97.5% | +72.9% | -22.6% |
| 6M | -46.3% | -94.2% | +47.9% | -49.7% |
| YTD | -37.0% | -97.0% | +60.0% | -33.6% |
| 1Y | -24.8% | -98.9% | +74.1% | +7.7% |
| All | -24.8% | -98.9% | +74.1% | +7.7% |
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