+1,336.1%
ITW vs KTOS
-68.9%
+1,405.0%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.8% |
| 3M | +6.0% | -20.6% | +26.6% | +7.8% |
| 6M | 0.0% | -47.5% | +47.5% | +4.9% |
| YTD | +10.2% | -38.5% | +48.7% | +13.1% |
| 1Y | +3.2% | -31.0% | +34.2% | +4.1% |
| 3Y | +21.0% | +216.5% | -195.6% | +4.0% |
| 5Y | +37.9% | +105.7% | -67.8% | +21.1% |
| 10Y | +193.2% | +615.0% | -421.8% | +126.1% |
| All | +1,336.1% | -68.9% | +1,405.0% | +961.4% |
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