+155.2%
W vs KTOS
+613.9%
-458.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.8% | +1.4% |
| 7D | -0.9% | -2.4% | +1.5% | +0.1% |
| 30D | -4.2% | -26.8% | +22.6% | +8.4% |
| 3M | +26.9% | -20.6% | +47.5% | +36.8% |
| 6M | +31.2% | -47.5% | +78.7% | +64.4% |
| YTD | -1.8% | -38.5% | +36.7% | +10.6% |
| 1Y | +9.3% | -31.0% | +40.3% | +13.1% |
| 3Y | +33.2% | +216.5% | -183.3% | -38.1% |
| 5Y | -62.4% | +105.7% | -168.1% | -79.4% |
| All | +155.2% | +613.9% | -458.7% | -16.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling