+112.2%
WDAY vs KTOS
+613.9%
-501.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.4% |
| 7D | -5.2% | -2.4% | -2.8% | -4.8% |
| 30D | +5.9% | -26.8% | +32.8% | +11.9% |
| 3M | +42.3% | -20.6% | +62.8% | +46.9% |
| 6M | +34.7% | -47.5% | +82.2% | +48.7% |
| YTD | -13.5% | -38.5% | +25.0% | -9.8% |
| 1Y | -18.1% | -31.0% | +12.9% | -18.0% |
| 3Y | -26.4% | +216.5% | -242.9% | -51.5% |
| 5Y | -30.6% | +105.7% | -136.3% | -51.6% |
| All | +112.2% | +613.9% | -501.7% | +16.9% |
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 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