-31.0%
KTOS vs WPM
+46.6%
-77.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.1% | -2.7% | -1.4% |
| 7D | -2.4% | -0.6% | -1.8% | -2.2% |
| 30D | -26.8% | +14.4% | -41.3% | -31.3% |
| 3M | -20.6% | +37.0% | -57.6% | -31.2% |
| 6M | -47.5% | +4.1% | -51.6% | -50.4% |
| YTD | -38.5% | +31.7% | -70.2% | -46.6% |
| 1Y | -31.0% | +44.2% | -75.2% | -38.2% |
| All | -31.0% | +46.6% | -77.6% | -38.2% |
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