+201.1%
WELL vs KTOS
+100.3%
+100.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | 0.0% |
| 7D | -0.2% | -2.4% | +2.1% | 0.0% |
| 30D | +2.3% | -26.8% | +29.2% | +4.9% |
| 3M | +12.3% | -20.6% | +32.8% | +14.0% |
| 6M | +15.6% | -47.5% | +63.1% | +21.6% |
| YTD | +28.3% | -38.5% | +66.8% | +31.2% |
| 1Y | +41.9% | -31.0% | +72.9% | +41.3% |
| 3Y | +198.3% | +216.5% | -18.2% | +127.4% |
| All | +201.1% | +100.3% | +100.8% | +146.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling