+79.3%
IREN vs KTOS
+118.2%
-38.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.1% | +0.8% |
| 7D | -1.9% | -2.4% | +0.5% | -0.5% |
| 30D | +0.4% | -26.8% | +27.2% | +20.6% |
| 3M | -22.7% | -20.6% | -2.1% | -12.5% |
| 6M | +4.4% | -47.5% | +51.9% | +47.5% |
| YTD | +16.0% | -38.5% | +54.5% | +48.5% |
| 1Y | +33.4% | -31.0% | +64.4% | +53.6% |
| 3Y | +948.6% | +216.5% | +732.0% | +273.7% |
| All | +79.3% | +118.2% | -38.9% | -38.0% |
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 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