-53.5%
KTOS vs WY
-0.2%
-53.4%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +5.6% | -17.9% | -12.8% |
| 7D | -12.7% | +13.3% | -26.0% | -14.6% |
| 30D | -14.4% | +17.6% | -32.1% | -17.0% |
| 3M | -30.7% | -15.0% | -15.7% | -27.5% |
| 6M | -41.9% | -5.9% | -36.0% | -42.0% |
| YTD | -52.6% | -5.7% | -46.9% | -53.9% |
| All | -53.5% | -0.2% | -53.4% | -54.4% |
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