-20.4%
WULF vs KTOS
-55.0%
+34.6%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +5.1% | +7.7% | +10.0% |
| 7D | -3.1% | -14.6% | +11.5% | +5.7% |
| 30D | -21.0% | -16.3% | -4.7% | -12.9% |
| 3M | -35.5% | -38.9% | +3.4% | -17.7% |
| 6M | -55.8% | -42.9% | -12.9% | -43.0% |
| YTD | -1.0% | -53.8% | +52.7% | +24.3% |
| 1Y | -20.4% | -51.5% | +31.1% | -4.3% |
| All | -20.4% | -55.0% | +34.6% | -4.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling