+1,131.0%
IJR vs KTOS
-87.5%
+1,218.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.6% |
| 7D | -2.2% | -2.4% | +0.2% | -1.8% |
| 30D | -4.6% | -26.8% | +22.2% | -0.4% |
| 3M | +0.2% | -20.6% | +20.8% | +2.9% |
| 6M | +14.7% | -47.5% | +62.2% | +23.6% |
| YTD | +18.9% | -38.5% | +57.4% | +23.7% |
| 1Y | +19.9% | -31.0% | +50.9% | +21.8% |
| 3Y | +53.0% | +216.5% | -163.5% | +22.1% |
| 5Y | +40.9% | +105.7% | -64.8% | +16.7% |
| 10Y | +171.1% | +615.0% | -443.9% | +84.7% |
| All | +1,131.0% | -87.5% | +1,218.5% | +843.4% |
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 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