+219.7%
IAU vs KTOS
+613.9%
-394.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.2% | +0.6% |
| 7D | -2.0% | -2.4% | +0.3% | -1.9% |
| 30D | -1.5% | -26.8% | +25.3% | -0.2% |
| 3M | +3.3% | -20.6% | +23.8% | +4.1% |
| 6M | -16.2% | -47.5% | +31.3% | -14.5% |
| YTD | +0.7% | -38.5% | +39.2% | +2.1% |
| 1Y | +19.2% | -31.0% | +50.2% | +20.4% |
| 3Y | +124.4% | +216.5% | -92.1% | +116.4% |
| 5Y | +140.0% | +105.7% | +34.4% | +131.9% |
| All | +219.7% | +613.9% | -394.2% | +206.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling