+1,428.5%
IBKR vs KTOS
+253.7%
+1,174.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.6% | +2.8% | +2.3% |
| 7D | -1.3% | -2.4% | +1.0% | -1.0% |
| 30D | -0.2% | -26.8% | +26.6% | +4.9% |
| 3M | +3.0% | -20.6% | +23.5% | +6.3% |
| 6M | +33.9% | -47.5% | +81.3% | +46.5% |
| YTD | +42.5% | -38.5% | +81.0% | +50.4% |
| 1Y | +44.9% | -31.0% | +75.9% | +49.4% |
| 3Y | +293.0% | +216.5% | +76.5% | +212.5% |
| 5Y | +497.7% | +105.7% | +392.0% | +393.2% |
| 10Y | +1,004.4% | +615.0% | +389.4% | +631.7% |
| All | +1,428.5% | +253.7% | +1,174.8% | +974.5% |
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