-26.7%
KTOS vs WPM
+5,933.8%
-5,960.5%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.1% | -2.7% | -0.9% |
| 7D | -2.4% | -0.6% | -1.8% | -2.3% |
| 30D | -26.8% | +14.4% | -41.3% | -28.4% |
| 3M | -20.6% | +37.0% | -57.6% | -24.2% |
| 6M | -47.5% | +4.1% | -51.6% | -48.0% |
| YTD | -38.5% | +31.7% | -70.2% | -41.1% |
| 1Y | -31.0% | +44.2% | -75.2% | -34.8% |
| 3Y | +216.5% | +265.5% | -48.9% | +164.1% |
| 5Y | +105.7% | +262.5% | -156.8% | +70.4% |
| 10Y | +615.0% | +539.8% | +75.2% | +438.9% |
| All | -26.7% | +5,933.8% | -5,960.5% | -55.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling