+38.3%
IEMG vs KTOS
-25.6%
+63.9%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.2% | +1.7% |
| 7D | +2.2% | -8.0% | +10.3% | +3.1% |
| 30D | +4.6% | -13.6% | +18.2% | +6.0% |
| 3M | +0.4% | -24.6% | +24.9% | +2.5% |
| 6M | +16.4% | -46.3% | +62.7% | +21.3% |
| YTD | +25.4% | -37.0% | +62.4% | +28.1% |
| 1Y | +38.3% | -24.8% | +63.1% | +43.0% |
| All | +38.3% | -25.6% | +63.9% | +43.0% |
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