+188.3%
ITW vs KTOS
+613.9%
-425.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.2% |
| 7D | -0.7% | -2.4% | +1.6% | -0.4% |
| 30D | -8.3% | -26.8% | +18.5% | -4.2% |
| 3M | +6.0% | -20.6% | +26.6% | +8.9% |
| 6M | 0.0% | -47.5% | +47.5% | +8.2% |
| YTD | +10.2% | -38.5% | +48.7% | +14.4% |
| 1Y | +3.2% | -31.0% | +34.2% | +3.7% |
| 3Y | +21.0% | +216.5% | -195.6% | -11.6% |
| 5Y | +37.9% | +105.7% | -67.8% | +5.2% |
| All | +188.3% | +613.9% | -425.6% | +72.9% |
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