+216.5%
KTOS vs WYNN
-5.1%
+221.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.5% |
| 7D | -2.4% | -4.2% | +1.8% | -1.7% |
| 30D | -26.8% | -14.6% | -12.2% | -24.9% |
| 3M | -20.6% | -18.4% | -2.2% | -18.0% |
| 6M | -47.5% | -11.9% | -35.6% | -46.4% |
| YTD | -38.5% | -26.6% | -11.9% | -35.9% |
| 1Y | -31.0% | -28.5% | -2.5% | -28.1% |
| 3Y | +216.5% | -5.1% | +221.7% | +215.4% |
| All | +216.5% | -5.1% | +221.6% | +215.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WYNN.
Daily Out/Under-Performance
Portfolio return minus WYNN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WYNN 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 3y: compounded portfolio wealth divided by compounded WYNN 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…
3y analysis · Full analysis span regression · 6 months rolling