+97.5%
KTOS vs IDXX
-26.5%
+124.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.3% | -0.5% |
| 7D | -2.4% | -5.7% | +3.4% | -0.1% |
| 30D | -26.8% | -11.5% | -15.3% | -23.3% |
| 3M | -20.6% | -9.5% | -11.0% | -18.0% |
| 6M | -47.5% | -16.0% | -31.5% | -44.1% |
| YTD | -38.5% | -25.4% | -13.1% | -31.6% |
| 1Y | -31.0% | -21.8% | -9.2% | -25.0% |
| 3Y | +216.5% | +7.0% | +209.5% | +184.8% |
| All | +97.5% | -26.5% | +124.0% | +68.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 5y: compounded portfolio wealth divided by compounded IDXX 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…
5y analysis · Full analysis span regression · 6 months rolling