+97.5%
KTOS vs WING
-33.2%
+130.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +6.0% | -6.6% | -1.8% |
| 7D | -2.4% | +7.2% | -9.6% | -3.8% |
| 30D | -26.8% | +4.8% | -31.6% | -27.7% |
| 3M | -20.6% | -23.7% | +3.1% | -17.1% |
| 6M | -47.5% | -43.6% | -3.9% | -42.0% |
| YTD | -38.5% | -50.6% | +12.1% | -30.4% |
| 1Y | -31.0% | -57.0% | +26.0% | -20.5% |
| 3Y | +216.5% | -28.3% | +244.8% | +206.5% |
| All | +97.5% | -33.2% | +130.7% | +72.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 5y: compounded portfolio wealth divided by compounded WING 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…
5y analysis · Full analysis span regression · 6 months rolling