-51.5%
KTOS vs IFF
+31.3%
-82.8%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -4.3% | +9.5% | +6.1% |
| 7D | -14.6% | -11.2% | -3.4% | -12.1% |
| 30D | -16.3% | -1.8% | -14.5% | -16.0% |
| 3M | -38.9% | -1.8% | -37.0% | -38.7% |
| 6M | -42.9% | +0.6% | -43.6% | -43.5% |
| YTD | -53.8% | +24.6% | -78.3% | -54.0% |
| 1Y | -51.5% | +34.4% | -85.9% | -49.9% |
| All | -51.5% | +31.3% | -82.8% | -49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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