+48.9%
WM vs KTOS
+100.3%
-51.4%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.2% |
| 7D | -2.1% | -2.4% | +0.3% | -2.0% |
| 30D | -5.3% | -26.8% | +21.6% | -4.5% |
| 3M | -2.0% | -20.6% | +18.6% | -1.4% |
| 6M | -8.6% | -47.5% | +38.9% | -6.6% |
| YTD | -1.6% | -38.5% | +36.9% | -0.7% |
| 1Y | -1.2% | -31.0% | +29.8% | -1.4% |
| 3Y | +41.9% | +216.5% | -174.6% | +26.5% |
| All | +48.9% | +100.3% | -51.4% | +32.9% |
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 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