-92.4%
KTOS vs WST
+5,594.7%
-5,687.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | -0.4% |
| 7D | -2.3% | +0.4% | -2.8% | -2.5% |
| 30D | -26.3% | -2.0% | -24.3% | -25.7% |
| 3M | -14.3% | +4.1% | -18.4% | -15.8% |
| 6M | -47.2% | +47.4% | -94.6% | -55.4% |
| YTD | -38.1% | +25.4% | -63.5% | -44.5% |
| 1Y | -28.4% | +35.3% | -63.8% | -38.0% |
| 3Y | +219.6% | -11.7% | +231.3% | +197.3% |
| 5Y | +107.0% | -24.0% | +131.0% | +98.4% |
| 10Y | +619.4% | +345.2% | +274.2% | +175.1% |
| All | -92.4% | +5,594.7% | -5,687.2% | -99.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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