+83.7%
IVV vs KTOS
+100.3%
-16.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.5% | +0.9% |
| 7D | -0.8% | -2.4% | +1.6% | -0.5% |
| 30D | -1.1% | -26.8% | +25.8% | +2.9% |
| 3M | +3.9% | -20.6% | +24.5% | +6.5% |
| 6M | +13.6% | -47.5% | +61.1% | +22.0% |
| YTD | +12.7% | -38.5% | +51.2% | +16.4% |
| 1Y | +17.6% | -31.0% | +48.6% | +17.9% |
| 3Y | +77.3% | +216.5% | -139.2% | +32.1% |
| All | +83.7% | +100.3% | -16.6% | +40.7% |
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