+606.4%
KTOS vs IAG
+427.6%
+178.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.5% | -0.7% |
| 7D | -2.4% | -1.1% | -1.3% | -2.2% |
| 30D | -26.8% | +12.1% | -39.0% | -28.2% |
| 3M | -20.6% | +25.5% | -46.1% | -23.3% |
| 6M | -47.5% | -7.1% | -40.4% | -47.5% |
| YTD | -38.5% | +22.9% | -61.4% | -40.6% |
| 1Y | -31.0% | +83.3% | -114.4% | -36.4% |
| 3Y | +216.5% | +808.5% | -592.0% | +140.8% |
| 5Y | +105.7% | +838.0% | -732.3% | +49.6% |
| All | +606.4% | +427.6% | +178.7% | +418.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling