+295.2%
WBD vs KTOS
-24.9%
+320.2%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.5% |
| 7D | -0.7% | -2.4% | +1.6% | -0.4% |
| 30D | +1.4% | -26.8% | +28.3% | +6.2% |
| 3M | +4.4% | -20.6% | +25.0% | +7.3% |
| 6M | +0.8% | -47.5% | +48.3% | +9.1% |
| YTD | -2.7% | -38.5% | +35.8% | +1.2% |
| 1Y | +73.4% | -31.0% | +104.4% | +75.4% |
| 3Y | +142.1% | +216.5% | -74.4% | +89.4% |
| 5Y | +7.2% | +105.7% | -98.5% | -12.6% |
| 10Y | +14.2% | +615.0% | -600.8% | -23.5% |
| All | +295.2% | -24.9% | +320.2% | +175.9% |
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