+990.2%
IBKR vs KTOS
+613.9%
+376.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.6% | +2.8% | +2.3% |
| 7D | -1.3% | -2.4% | +1.0% | -0.9% |
| 30D | -0.2% | -26.8% | +26.6% | +6.3% |
| 3M | +3.0% | -20.6% | +23.5% | +7.2% |
| 6M | +33.9% | -47.5% | +81.3% | +50.1% |
| YTD | +42.5% | -38.5% | +81.0% | +52.2% |
| 1Y | +44.9% | -31.0% | +75.9% | +50.0% |
| 3Y | +293.0% | +216.5% | +76.5% | +188.4% |
| 5Y | +497.7% | +105.7% | +392.0% | +362.5% |
| All | +990.2% | +613.9% | +376.3% | +541.3% |
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 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