+37.6%
ITW vs KTOS
+100.3%
-62.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.2% |
| 7D | -0.7% | -2.4% | +1.6% | -0.5% |
| 30D | -8.3% | -26.8% | +18.5% | -5.7% |
| 3M | +6.0% | -20.6% | +26.6% | +7.9% |
| 6M | 0.0% | -47.5% | +47.5% | +5.5% |
| YTD | +10.2% | -38.5% | +48.7% | +12.8% |
| 1Y | +3.2% | -31.0% | +34.2% | +3.1% |
| 3Y | +21.0% | +216.5% | -195.6% | -5.9% |
| All | +37.6% | +100.3% | -62.7% | +7.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling