+86.7%
IONQ vs KTOS
+216.1%
-129.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | +0.1% |
| 7D | -7.0% | -2.4% | -4.6% | -5.6% |
| 30D | -18.7% | -26.8% | +8.1% | -1.5% |
| 3M | -36.6% | -20.6% | -16.1% | -27.7% |
| 6M | +7.2% | -47.5% | +54.7% | +53.7% |
| YTD | -18.1% | -38.5% | +20.4% | +2.6% |
| 1Y | -21.9% | -31.0% | +9.1% | -10.6% |
| 3Y | +86.7% | +216.5% | -129.8% | -16.6% |
| All | +86.7% | +216.1% | -129.4% | -16.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling