-5.7%
SW vs KTOS
+99.9%
-105.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.8% | -4.2% | -3.5% |
| 7D | -2.6% | -2.3% | -0.3% | -2.4% |
| 30D | -7.5% | -20.7% | +13.2% | -5.7% |
| 3M | +10.3% | -16.5% | +26.8% | +11.7% |
| 6M | +5.4% | -44.6% | +50.0% | +9.7% |
| YTD | +17.9% | -36.5% | +54.4% | +19.7% |
| 1Y | -2.4% | -24.9% | +22.5% | -2.8% |
| 3Y | +28.7% | +227.9% | -199.2% | +10.4% |
| 5Y | -5.7% | +103.6% | -109.3% | -18.4% |
| All | -5.7% | +99.9% | -105.6% | -18.4% |
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