+40.1%
SW vs KTOS
+94.7%
-54.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.5% | -0.6% |
| 7D | -2.9% | -3.4% | +0.5% | -2.6% |
| 30D | +5.0% | -13.8% | +18.8% | +6.4% |
| 3M | -13.7% | -46.0% | +32.3% | -8.0% |
| 6M | +8.0% | -35.4% | +43.4% | +12.3% |
| YTD | +14.0% | -55.3% | +69.3% | +19.6% |
| 1Y | +25.6% | -52.7% | +78.3% | +30.4% |
| 3Y | +40.1% | +87.2% | -47.1% | -2.2% |
| All | +40.1% | +94.7% | -54.5% | -2.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling