+179.3%
IJH vs KTOS
+613.9%
-434.6%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +0.9% |
| 7D | -1.9% | -2.4% | +0.5% | -1.4% |
| 30D | -4.6% | -26.8% | +22.2% | +1.2% |
| 3M | -1.2% | -20.6% | +19.4% | +2.5% |
| 6M | +9.4% | -47.5% | +56.9% | +21.5% |
| YTD | +13.3% | -38.5% | +51.8% | +19.3% |
| 1Y | +13.4% | -31.0% | +44.4% | +14.8% |
| 3Y | +50.4% | +216.5% | -166.1% | +3.4% |
| 5Y | +49.0% | +105.7% | -56.7% | +8.2% |
| All | +179.3% | +613.9% | -434.6% | +61.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling