+77.7%
KTOS vs WETO
-99.4%
+177.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.4% | +4.8% | -0.6% |
| 7D | -2.4% | -4.3% | +2.0% | -2.4% |
| 30D | -26.8% | -39.9% | +13.1% | -27.5% |
| 3M | -20.6% | -97.9% | +77.3% | -19.2% |
| 6M | -47.5% | -95.0% | +47.5% | -48.5% |
| YTD | -38.5% | -97.2% | +58.7% | -38.7% |
| 1Y | -31.0% | -98.9% | +67.9% | -30.0% |
| All | +77.7% | -99.4% | +177.1% | +87.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling