+606.4%
KTOS vs IFF
-20.3%
+626.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.4% |
| 7D | -2.4% | -3.2% | +0.8% | -1.1% |
| 30D | -26.8% | -0.3% | -26.6% | -26.9% |
| 3M | -20.6% | +8.4% | -29.0% | -23.4% |
| 6M | -47.5% | +23.0% | -70.5% | -52.0% |
| YTD | -38.5% | +25.5% | -64.0% | -44.6% |
| 1Y | -31.0% | +29.1% | -60.1% | -39.0% |
| 3Y | +216.5% | +31.7% | +184.9% | +166.6% |
| 5Y | +105.7% | -35.2% | +140.9% | +133.3% |
| All | +606.4% | -20.3% | +626.6% | +589.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling