-51.5%
KTOS vs INVH
+0.1%
-51.6%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.7% | +6.8% | +4.7% |
| 7D | -14.6% | +2.0% | -16.6% | -14.1% |
| 30D | -16.3% | +4.8% | -21.1% | -15.6% |
| 3M | -38.9% | -9.8% | -29.1% | -39.8% |
| 6M | -42.9% | -3.7% | -39.3% | -43.6% |
| YTD | -53.8% | +0.8% | -54.6% | -53.7% |
| 1Y | -51.5% | +1.9% | -53.4% | -50.5% |
| All | -51.5% | +0.1% | -51.6% | -50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 INVH 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