+21.2%
ICE vs KTOS
-56.3%
+77.6%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -12.3% | +14.6% | +2.9% |
| 7D | +12.2% | -12.7% | +24.8% | +12.8% |
| 30D | +15.0% | -14.4% | +29.4% | +15.7% |
| 3M | +17.6% | -30.7% | +48.3% | +19.6% |
| 6M | +12.6% | -41.9% | +54.5% | +15.5% |
| YTD | +9.1% | -52.6% | +61.7% | +11.4% |
| All | +21.2% | -56.3% | +77.6% | +23.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling