+769.3%
IVV vs KTOS
-90.5%
+859.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.2% |
| 3M | +3.9% | -20.6% | +24.5% | +6.0% |
| 6M | +13.6% | -47.5% | +61.1% | +20.3% |
| YTD | +12.7% | -38.5% | +51.2% | +16.2% |
| 1Y | +17.6% | -31.0% | +48.6% | +19.0% |
| 3Y | +77.3% | +216.5% | -139.2% | +49.4% |
| 5Y | +84.1% | +105.7% | -21.6% | +59.2% |
| 10Y | +323.1% | +615.0% | -291.9% | +212.8% |
| All | +769.3% | -90.5% | +859.8% | +597.9% |
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 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