+122.9%
WFC vs KTOS
+100.3%
+22.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.6% | +1.0% |
| 7D | +0.4% | -2.4% | +2.7% | +0.6% |
| 30D | +1.5% | -26.8% | +28.4% | +5.7% |
| 3M | +10.2% | -20.6% | +30.8% | +12.9% |
| 6M | +18.8% | -47.5% | +66.3% | +27.6% |
| YTD | -1.5% | -38.5% | +37.0% | +1.9% |
| 1Y | +13.5% | -31.0% | +44.6% | +14.1% |
| 3Y | +135.0% | +216.5% | -81.6% | +79.9% |
| All | +122.9% | +100.3% | +22.6% | +79.8% |
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