-92.5%
KTOS vs WY
+123.0%
-215.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.7% |
| 7D | -2.4% | -4.2% | +1.8% | -0.7% |
| 30D | -26.8% | -10.1% | -16.8% | -23.7% |
| 3M | -20.6% | -8.5% | -12.1% | -18.4% |
| 6M | -47.5% | -3.3% | -44.2% | -47.3% |
| YTD | -38.5% | -4.4% | -34.1% | -37.9% |
| 1Y | -31.0% | -11.5% | -19.5% | -28.4% |
| 3Y | +216.5% | -24.3% | +240.9% | +242.5% |
| 5Y | +105.7% | -21.3% | +127.0% | +119.1% |
| 10Y | +615.0% | +7.0% | +608.0% | +537.5% |
| All | -92.5% | +123.0% | -215.4% | -95.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling