+145.0%
WFC vs KTOS
+613.9%
-468.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.6% | +1.1% |
| 7D | +0.4% | -2.4% | +2.7% | +0.8% |
| 30D | +1.5% | -26.8% | +28.4% | +7.8% |
| 3M | +10.2% | -20.6% | +30.8% | +14.3% |
| 6M | +18.8% | -47.5% | +66.3% | +32.1% |
| YTD | -1.5% | -38.5% | +37.0% | +3.7% |
| 1Y | +13.5% | -31.0% | +44.6% | +14.8% |
| 3Y | +135.0% | +216.5% | -81.6% | +59.1% |
| 5Y | +130.1% | +105.7% | +24.4% | +65.3% |
| All | +145.0% | +613.9% | -468.9% | +29.5% |
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