-24.7%
WULF vs KTOS
+100.3%
-125.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.6% | +4.3% | +4.0% |
| 7D | +1.4% | -2.4% | +3.8% | +2.5% |
| 30D | -2.6% | -26.8% | +24.2% | +11.4% |
| 3M | -34.0% | -20.6% | -13.4% | -28.2% |
| 6M | +10.0% | -47.5% | +57.5% | +41.0% |
| YTD | +45.7% | -38.5% | +84.2% | +71.7% |
| 1Y | +57.3% | -31.0% | +88.3% | +71.4% |
| 3Y | +878.9% | +216.5% | +662.4% | +415.0% |
| All | -24.7% | +100.3% | -125.0% | -64.8% |
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