-53.5%
KTOS vs IBN
+3.7%
-57.3%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +3.8% | -16.0% | -13.6% |
| 7D | -12.7% | +8.9% | -21.6% | -15.9% |
| 30D | -14.4% | +12.6% | -27.1% | -19.0% |
| 3M | -30.7% | +3.1% | -33.7% | -31.7% |
| 6M | -41.9% | +20.6% | -62.5% | -47.8% |
| YTD | -52.6% | +5.8% | -58.4% | -60.1% |
| All | -53.5% | +3.7% | -57.3% | -60.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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