+133.7%
SW vs KTOS
+613.9%
-480.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.6% | +3.0% | +2.4% |
| 7D | -5.7% | -2.4% | -3.3% | -5.5% |
| 30D | -11.4% | -26.8% | +15.4% | -9.0% |
| 3M | +2.2% | -20.6% | +22.7% | +3.9% |
| 6M | +4.5% | -47.5% | +52.0% | +9.7% |
| YTD | +15.1% | -38.5% | +53.6% | +17.8% |
| 1Y | -2.5% | -31.0% | +28.5% | -1.7% |
| 3Y | +28.0% | +216.5% | -188.6% | +10.0% |
| 5Y | -7.9% | +105.7% | -113.6% | -19.5% |
| All | +133.7% | +613.9% | -480.2% | +85.6% |
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