-56.9%
KTOS vs WWD
+19.4%
-76.2%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -6.0% | -1.2% | -3.7% |
| 7D | -23.4% | -2.6% | -20.8% | -22.0% |
| 30D | -23.6% | -7.7% | -15.9% | -20.0% |
| 3M | -39.7% | -17.7% | -21.9% | -32.8% |
| 6M | -43.7% | -15.9% | -27.8% | -38.5% |
| YTD | -56.0% | +1.8% | -57.8% | -57.8% |
| 1Y | -56.9% | +17.4% | -74.3% | -60.9% |
| All | -56.9% | +19.4% | -76.2% | -60.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 1y: compounded portfolio wealth divided by compounded WWD 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…
1y analysis · Full analysis span regression · 6 months rolling