+97.5%
KTOS vs WU
-51.3%
+148.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.7% |
| 7D | -2.4% | -3.5% | +1.1% | -1.7% |
| 30D | -26.8% | -2.9% | -23.9% | -26.5% |
| 3M | -20.6% | -2.3% | -18.3% | -21.3% |
| 6M | -47.5% | -25.4% | -22.1% | -44.5% |
| YTD | -38.5% | -21.2% | -17.3% | -36.2% |
| 1Y | -31.0% | -8.9% | -22.1% | -31.6% |
| 3Y | +216.5% | -29.0% | +245.5% | +232.8% |
| All | +97.5% | -51.3% | +148.8% | +127.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling