-24.8%
KTOS vs WPM
+53.7%
-78.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.2% |
| 7D | -8.0% | +1.1% | -9.1% | -8.5% |
| 30D | -13.6% | +26.4% | -39.9% | -22.3% |
| 3M | -24.6% | +20.8% | -45.4% | -31.4% |
| 6M | -46.3% | +1.1% | -47.5% | -48.9% |
| YTD | -37.0% | +32.5% | -69.5% | -45.4% |
| 1Y | -24.8% | +51.5% | -76.3% | -32.8% |
| All | -24.8% | +53.7% | -78.5% | -32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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