+606.4%
KTOS vs WSM
+1,071.8%
-465.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -1.0% |
| 7D | -2.4% | -0.5% | -1.8% | -2.2% |
| 30D | -26.8% | -7.7% | -19.1% | -25.0% |
| 3M | -20.6% | +3.8% | -24.3% | -21.7% |
| 6M | -47.5% | +22.7% | -70.2% | -50.8% |
| YTD | -38.5% | +28.0% | -66.5% | -43.1% |
| 1Y | -31.0% | +12.7% | -43.7% | -34.0% |
| 3Y | +216.5% | +231.3% | -14.7% | +102.6% |
| 5Y | +105.7% | +177.2% | -71.5% | +33.4% |
| All | +606.4% | +1,071.8% | -465.4% | +152.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling