-1.5%
IEF vs KTOS
-56.3%
+54.8%
-7.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -12.3% | +12.8% | +0.6% |
| 7D | +0.9% | -12.7% | +13.5% | +1.0% |
| 30D | +3.1% | -14.4% | +17.5% | +3.2% |
| 3M | -1.4% | -30.7% | +29.3% | -1.1% |
| 6M | -1.6% | -41.9% | +40.4% | -1.3% |
| YTD | -2.1% | -52.6% | +50.5% | -1.7% |
| All | -1.5% | -56.3% | +54.8% | -1.1% |
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