+606.4%
KTOS vs IBB
+125.5%
+480.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.8% | -0.7% |
| 7D | -2.4% | -4.2% | +1.9% | +0.8% |
| 30D | -26.8% | +1.1% | -27.9% | -27.8% |
| 3M | -20.6% | +19.0% | -39.6% | -30.7% |
| 6M | -47.5% | +18.9% | -66.4% | -53.9% |
| YTD | -38.5% | +20.3% | -58.8% | -46.8% |
| 1Y | -31.0% | +41.5% | -72.5% | -47.1% |
| 3Y | +216.5% | +60.3% | +156.3% | +118.2% |
| 5Y | +105.7% | +18.7% | +87.0% | +75.1% |
| All | +606.4% | +125.5% | +480.8% | +308.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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