-22.5%
KWEB vs KTOS
+613.9%
-636.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.8% |
| 7D | -5.6% | -2.4% | -3.2% | -5.2% |
| 30D | -10.7% | -26.8% | +16.2% | -6.2% |
| 3M | -7.4% | -20.6% | +13.2% | -4.6% |
| 6M | -19.3% | -47.5% | +28.2% | -11.9% |
| YTD | -27.8% | -38.5% | +10.7% | -24.4% |
| 1Y | -35.9% | -31.0% | -4.9% | -35.0% |
| 3Y | -1.9% | +216.5% | -218.5% | -28.4% |
| 5Y | -43.2% | +105.7% | -148.9% | -56.5% |
| All | -22.5% | +613.9% | -636.4% | -47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KTOS.
Daily Out/Under-Performance
Portfolio return minus KTOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KTOS 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 10y: compounded portfolio wealth divided by compounded KTOS 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…
10y analysis · Full analysis span regression · 6 months rolling