+168.1%
IJR vs KTOS
+613.9%
-445.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.7% |
| 7D | -2.2% | -2.4% | +0.2% | -1.7% |
| 30D | -4.6% | -26.8% | +22.2% | +1.7% |
| 3M | +0.2% | -20.6% | +20.8% | +4.1% |
| 6M | +14.7% | -47.5% | +62.2% | +28.4% |
| YTD | +18.9% | -38.5% | +57.4% | +25.5% |
| 1Y | +19.9% | -31.0% | +50.9% | +21.2% |
| 3Y | +53.0% | +216.5% | -163.5% | +1.2% |
| 5Y | +40.9% | +105.7% | -64.8% | -0.8% |
| All | +168.1% | +613.9% | -445.8% | +44.4% |
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 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