+19.2%
IJR vs KTOS
-55.0%
+74.2%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.1% | -5.0% | -0.3% |
| 7D | -1.9% | -14.6% | +12.7% | -0.7% |
| 30D | +0.4% | -16.3% | +16.7% | +1.7% |
| 3M | -6.6% | -38.9% | +32.3% | -2.9% |
| 6M | -0.3% | -42.9% | +42.7% | +3.7% |
| YTD | +15.5% | -53.8% | +69.2% | +17.2% |
| 1Y | +19.2% | -51.5% | +70.7% | +19.4% |
| All | +19.2% | -55.0% | +74.2% | +19.4% |
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