+755.0%
SW vs KTOS
+147.8%
+607.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.8% | +1.3% |
| 7D | -5.1% | -8.0% | +2.9% | -4.8% |
| 30D | -4.6% | -13.6% | +9.0% | -4.1% |
| 3M | +9.4% | -24.6% | +34.0% | +10.4% |
| 6M | +3.5% | -46.3% | +49.9% | +5.5% |
| YTD | +22.0% | -37.0% | +59.0% | +23.2% |
| 1Y | +2.2% | -24.8% | +27.0% | +2.4% |
| 3Y | +19.6% | +195.0% | -175.4% | +14.0% |
| 5Y | -2.3% | +96.6% | -99.0% | -6.7% |
| 10Y | +181.4% | +579.3% | -397.9% | +167.3% |
| All | +755.0% | +147.8% | +607.2% | +612.2% |
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 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