+654.1%
WMB vs KTOS
-68.9%
+722.9%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +0.8% |
| 7D | -1.0% | -2.4% | +1.3% | -0.7% |
| 30D | -0.4% | -26.8% | +26.4% | +3.7% |
| 3M | +3.2% | -20.6% | +23.8% | +5.7% |
| 6M | +0.1% | -47.5% | +47.6% | +7.1% |
| YTD | +23.9% | -38.5% | +62.4% | +28.1% |
| 1Y | +27.6% | -31.0% | +58.6% | +28.7% |
| 3Y | +141.9% | +216.5% | -74.6% | +92.3% |
| 5Y | +273.8% | +105.7% | +168.1% | +207.0% |
| 10Y | +303.4% | +615.0% | -311.6% | +166.0% |
| All | +654.1% | -68.9% | +722.9% | +439.1% |
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