+161.3%
W vs KTOS
+639.9%
-478.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.8% | +1.4% |
| 7D | -0.9% | -2.4% | +1.5% | 0.0% |
| 30D | -4.2% | -26.8% | +22.6% | +6.9% |
| 3M | +26.9% | -20.6% | +47.5% | +35.7% |
| 6M | +31.2% | -47.5% | +78.7% | +60.4% |
| YTD | -1.8% | -38.5% | +36.7% | +9.6% |
| 1Y | +9.3% | -31.0% | +40.3% | +13.6% |
| 3Y | +33.2% | +216.5% | -183.3% | -29.3% |
| 5Y | -62.4% | +105.7% | -168.1% | -77.0% |
| 10Y | +158.2% | +615.0% | -456.8% | +11.4% |
| All | +161.3% | +639.9% | -478.6% | -3.1% |
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 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