+13.8%
IJH vs KTOS
-55.0%
+68.8%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.1% | -4.5% | +0.1% |
| 7D | -1.7% | -14.6% | +12.9% | -0.4% |
| 30D | -0.9% | -16.3% | +15.4% | +0.6% |
| 3M | -5.8% | -38.9% | +33.1% | -1.8% |
| 6M | -2.8% | -42.9% | +40.1% | +1.4% |
| YTD | +10.1% | -53.8% | +63.9% | +12.5% |
| 1Y | +13.8% | -51.5% | +65.4% | +14.8% |
| All | +13.8% | -55.0% | +68.8% | +14.8% |
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