+721.4%
SW vs KTOS
+90.1%
+631.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.7% | -0.7% |
| 7D | -2.6% | +2.0% | -4.6% | -2.7% |
| 30D | +7.2% | -11.8% | +19.1% | +7.6% |
| 3M | -10.5% | -42.4% | +32.0% | -8.6% |
| 6M | +9.9% | -35.6% | +45.5% | +11.4% |
| YTD | +17.2% | -51.7% | +68.9% | +19.5% |
| 1Y | +26.5% | -52.1% | +78.6% | +28.9% |
| 3Y | +47.7% | +109.9% | -62.2% | +42.3% |
| 5Y | +0.2% | +69.2% | -69.0% | -3.6% |
| 10Y | +182.3% | +436.4% | -254.1% | +170.8% |
| All | +721.4% | +90.1% | +631.3% | +590.7% |
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