-95.9%
KTOS vs IBN
+1,483.9%
-1,579.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -1.1% |
| 7D | -2.4% | -3.0% | +0.6% | -1.7% |
| 30D | -26.8% | -1.5% | -25.3% | -26.6% |
| 3M | -20.6% | +7.9% | -28.5% | -22.1% |
| 6M | -47.5% | +8.6% | -56.1% | -48.4% |
| YTD | -38.5% | -0.6% | -37.9% | -38.5% |
| 1Y | -31.0% | -7.3% | -23.7% | -30.1% |
| 3Y | +216.5% | +26.2% | +190.3% | +196.7% |
| 5Y | +105.7% | +57.8% | +47.8% | +82.0% |
| 10Y | +615.0% | +319.5% | +295.5% | +385.9% |
| All | -95.9% | +1,483.9% | -1,579.8% | -98.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling