-56.9%
KTOS vs IAG
+42.5%
-99.4%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.2% | -7.3% | -7.2% |
| 7D | -23.4% | +4.5% | -27.9% | -25.0% |
| 30D | -23.6% | -5.7% | -17.9% | -22.4% |
| 3M | -39.7% | +10.1% | -49.8% | -43.8% |
| 6M | -43.7% | +7.3% | -51.0% | -47.3% |
| YTD | -56.0% | +6.1% | -62.1% | -60.4% |
| 1Y | -56.9% | +46.8% | -103.7% | -69.8% |
| All | -56.9% | +42.5% | -99.4% | -69.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 1y: compounded portfolio wealth divided by compounded IAG 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…
1y analysis · Full analysis span regression · 6 months rolling