+216.5%
KTOS vs INVH
-9.7%
+226.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -2.4% | -3.0% | +0.6% | -1.7% |
| 30D | -26.8% | -7.5% | -19.3% | -25.7% |
| 3M | -20.6% | -5.5% | -15.0% | -19.9% |
| 6M | -47.5% | +11.7% | -59.2% | -49.4% |
| YTD | -38.5% | +1.3% | -39.8% | -39.2% |
| 1Y | -31.0% | -6.1% | -24.9% | -29.9% |
| 3Y | +216.5% | -9.8% | +226.3% | +235.9% |
| All | +216.5% | -9.7% | +226.2% | +235.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling