-24.8%
KTOS vs WY
-4.5%
-20.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.8% |
| 7D | -8.0% | -1.7% | -6.3% | -7.6% |
| 30D | -13.6% | -10.1% | -3.5% | -11.1% |
| 3M | -24.6% | -5.1% | -19.4% | -23.9% |
| 6M | -46.3% | -4.8% | -41.6% | -46.1% |
| YTD | -37.0% | -0.2% | -36.8% | -39.0% |
| 1Y | -24.8% | -6.6% | -18.2% | -24.3% |
| All | -24.8% | -4.5% | -20.3% | -24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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