-92.5%
KTOS vs IDXX
+12,517.5%
-12,610.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.3% | -0.5% |
| 7D | -2.4% | -5.7% | +3.4% | -0.3% |
| 30D | -26.8% | -11.5% | -15.3% | -23.7% |
| 3M | -20.6% | -9.5% | -11.0% | -18.3% |
| 6M | -47.5% | -16.0% | -31.5% | -44.5% |
| YTD | -38.5% | -25.4% | -13.1% | -32.4% |
| 1Y | -31.0% | -21.8% | -9.2% | -25.7% |
| 3Y | +216.5% | +7.0% | +209.5% | +194.5% |
| 5Y | +105.7% | -26.0% | +131.6% | +112.3% |
| 10Y | +615.0% | +358.9% | +256.1% | +298.0% |
| All | -92.5% | +12,517.5% | -12,610.0% | -98.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling