+216.5%
KTOS vs WSM
+230.1%
-13.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -0.9% |
| 7D | -2.4% | -0.5% | -1.8% | -2.3% |
| 30D | -26.8% | -7.7% | -19.1% | -25.4% |
| 3M | -20.6% | +3.8% | -24.3% | -21.4% |
| 6M | -47.5% | +22.7% | -70.2% | -50.1% |
| YTD | -38.5% | +28.0% | -66.5% | -41.9% |
| 1Y | -31.0% | +12.7% | -43.7% | -33.4% |
| 3Y | +216.5% | +231.3% | -14.7% | +147.2% |
| All | +216.5% | +230.1% | -13.5% | +147.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling