+6.8%
KTOS vs WYNN
+1,166.9%
-1,160.0%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.4% |
| 7D | -2.4% | -4.2% | +1.8% | -1.5% |
| 30D | -26.8% | -14.6% | -12.2% | -24.3% |
| 3M | -20.6% | -18.4% | -2.2% | -17.1% |
| 6M | -47.5% | -11.9% | -35.6% | -46.1% |
| YTD | -38.5% | -26.6% | -11.9% | -34.6% |
| 1Y | -31.0% | -28.5% | -2.5% | -26.6% |
| 3Y | +216.5% | -5.1% | +221.7% | +208.8% |
| 5Y | +105.7% | -10.5% | +116.2% | +96.4% |
| 10Y | +615.0% | +0.3% | +614.7% | +511.5% |
| All | +6.8% | +1,166.9% | -1,160.0% | -43.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling