+28.7%
SW vs KTOS
+219.8%
-191.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.8% | -4.2% | -3.5% |
| 7D | -2.6% | -2.3% | -0.3% | -2.3% |
| 30D | -7.5% | -20.7% | +13.2% | -5.1% |
| 3M | +10.3% | -16.5% | +26.8% | +12.1% |
| 6M | +5.4% | -44.6% | +50.0% | +11.3% |
| YTD | +17.9% | -36.5% | +54.4% | +19.5% |
| 1Y | -2.4% | -24.9% | +22.5% | -4.5% |
| 3Y | +28.7% | +227.9% | -199.2% | -16.2% |
| All | +28.7% | +219.8% | -191.1% | -16.2% |
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