-83.8%
KTOS vs IBB
+532.8%
-616.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.8% | -0.7% |
| 7D | -2.4% | -4.2% | +1.9% | +0.4% |
| 30D | -26.8% | +1.1% | -27.9% | -27.6% |
| 3M | -20.6% | +19.0% | -39.6% | -29.3% |
| 6M | -47.5% | +18.9% | -66.4% | -53.0% |
| YTD | -38.5% | +20.3% | -58.8% | -45.6% |
| 1Y | -31.0% | +41.5% | -72.5% | -45.0% |
| 3Y | +216.5% | +60.3% | +156.3% | +131.0% |
| 5Y | +105.7% | +18.7% | +87.0% | +81.3% |
| 10Y | +615.0% | +124.2% | +490.8% | +321.7% |
| All | -83.8% | +532.8% | -616.6% | -95.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling