+12.0%
SHW vs KTOS
+100.3%
-88.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.5% | +1.9% |
| 7D | -3.1% | -2.4% | -0.8% | -2.9% |
| 30D | -10.0% | -26.8% | +16.8% | -6.9% |
| 3M | +2.3% | -20.6% | +22.8% | +4.5% |
| 6M | +0.7% | -47.5% | +48.2% | +7.1% |
| YTD | +0.5% | -38.5% | +39.0% | +3.4% |
| 1Y | -11.5% | -31.0% | +19.5% | -11.2% |
| 3Y | +21.3% | +216.5% | -195.2% | -6.4% |
| All | +12.0% | +100.3% | -88.3% | -14.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling