+606.4%
KTOS vs WTW
+198.0%
+408.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -2.4% | -5.7% | +3.4% | +0.5% |
| 30D | -26.8% | -7.3% | -19.6% | -24.3% |
| 3M | -20.6% | +21.5% | -42.0% | -28.8% |
| 6M | -47.5% | +9.6% | -57.1% | -51.0% |
| YTD | -38.5% | -3.3% | -35.2% | -39.0% |
| 1Y | -31.0% | -6.1% | -24.9% | -30.6% |
| 3Y | +216.5% | +61.8% | +154.7% | +127.4% |
| 5Y | +105.7% | +42.7% | +63.0% | +56.9% |
| All | +606.4% | +198.0% | +408.3% | +281.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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