+216.5%
KTOS vs WU
-28.7%
+245.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.7% |
| 7D | -2.4% | -3.5% | +1.1% | -2.0% |
| 30D | -26.8% | -2.9% | -23.9% | -26.6% |
| 3M | -20.6% | -2.3% | -18.3% | -21.3% |
| 6M | -47.5% | -25.4% | -22.1% | -46.0% |
| YTD | -38.5% | -21.2% | -17.3% | -37.3% |
| 1Y | -31.0% | -8.9% | -22.1% | -31.8% |
| 3Y | +216.5% | -29.0% | +245.5% | +228.2% |
| All | +216.5% | -28.7% | +245.3% | +228.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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