+941.9%
IGV vs KTOS
-22.4%
+964.3%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.4% |
| 7D | -2.9% | -2.4% | -0.6% | -2.6% |
| 30D | -1.5% | -26.8% | +25.3% | +3.3% |
| 3M | +11.7% | -20.6% | +32.2% | +15.1% |
| 6M | +18.4% | -47.5% | +65.9% | +29.0% |
| YTD | -3.9% | -38.5% | +34.6% | +0.8% |
| 1Y | -9.7% | -31.0% | +21.3% | -7.7% |
| 3Y | +38.4% | +216.5% | -178.1% | +8.7% |
| 5Y | +21.6% | +105.7% | -84.1% | -0.5% |
| 10Y | +363.0% | +615.0% | -252.0% | +201.1% |
| All | +941.9% | -22.4% | +964.3% | +567.3% |
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