+2,067.8%
WM vs KTOS
-68.8%
+2,136.6%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.0% | +2.4% | -0.4% |
| 7D | -1.2% | -2.2% | +1.0% | -1.0% |
| 30D | -4.5% | -25.1% | +20.6% | -2.7% |
| 3M | -2.2% | -16.8% | +14.6% | -1.4% |
| 6M | -11.5% | -49.5% | +38.0% | -8.0% |
| YTD | -0.7% | -38.4% | +37.8% | +1.1% |
| 1Y | +0.3% | -27.6% | +27.9% | +0.5% |
| 3Y | +44.2% | +218.0% | -173.8% | +27.6% |
| 5Y | +51.6% | +100.1% | -48.5% | +36.6% |
| 10Y | +310.4% | +615.8% | -305.4% | +227.7% |
| All | +2,067.8% | -68.8% | +2,136.6% | +1,617.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling