+705.6%
SW vs KTOS
+80.1%
+625.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.3% | +3.4% | -1.7% |
| 7D | -3.0% | +4.1% | -7.1% | -3.2% |
| 30D | +4.2% | -13.9% | +18.1% | +4.7% |
| 3M | -11.5% | -45.5% | +34.0% | -9.5% |
| 6M | +8.6% | -39.4% | +48.0% | +10.4% |
| YTD | +15.0% | -54.2% | +69.2% | +17.4% |
| 1Y | +25.7% | -54.7% | +80.4% | +28.3% |
| 3Y | +44.8% | +98.8% | -54.0% | +39.8% |
| 5Y | -1.7% | +59.8% | -61.6% | -5.3% |
| 10Y | +176.9% | +408.0% | -231.2% | +166.1% |
| All | +705.6% | +80.1% | +625.5% | +578.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling