+143.8%
IBM vs KTOS
+613.9%
-470.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.6% | +4.6% | +4.0% |
| 7D | +3.6% | -2.4% | +5.9% | +3.9% |
| 30D | +3.1% | -26.8% | +29.9% | +7.2% |
| 3M | -10.8% | -20.6% | +9.7% | -8.8% |
| 6M | -0.8% | -47.5% | +46.7% | +6.6% |
| YTD | -16.2% | -38.5% | +22.3% | -13.1% |
| 1Y | -2.9% | -31.0% | +28.1% | -2.0% |
| 3Y | +79.8% | +216.5% | -136.7% | +39.0% |
| 5Y | +124.9% | +105.7% | +19.2% | +80.6% |
| All | +143.8% | +613.9% | -470.1% | +71.4% |
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