-56.9%
KTOS vs WSM
+35.8%
-92.6%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -4.2% | -2.9% | -5.3% |
| 7D | -23.4% | -0.5% | -22.9% | -23.4% |
| 30D | -23.6% | +7.1% | -30.7% | -26.5% |
| 3M | -39.7% | +4.5% | -44.2% | -41.2% |
| 6M | -43.7% | +44.4% | -88.1% | -55.3% |
| YTD | -56.0% | +46.8% | -102.8% | -66.6% |
| 1Y | -56.9% | +31.7% | -88.6% | -64.4% |
| All | -56.9% | +35.8% | -92.6% | -64.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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