-36.1%
KTOS vs WTW
+1,102.0%
-1,138.2%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -2.4% | -5.7% | +3.4% | -0.3% |
| 30D | -26.8% | -7.3% | -19.6% | -25.0% |
| 3M | -20.6% | +21.5% | -42.0% | -26.4% |
| 6M | -47.5% | +9.6% | -57.1% | -49.9% |
| YTD | -38.5% | -3.3% | -35.2% | -38.8% |
| 1Y | -31.0% | -6.1% | -24.9% | -30.7% |
| 3Y | +216.5% | +61.8% | +154.7% | +157.7% |
| 5Y | +105.7% | +42.7% | +63.0% | +74.8% |
| 10Y | +615.0% | +197.2% | +417.8% | +380.8% |
| All | -36.1% | +1,102.0% | -1,138.2% | -54.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling