-53.5%
KTOS vs IOT
+11.7%
-65.3%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +4.1% | -16.4% | -12.7% |
| 7D | -12.7% | -0.5% | -12.2% | -12.6% |
| 30D | -14.4% | +1.0% | -15.4% | -14.7% |
| 3M | -30.7% | +10.9% | -41.6% | -31.9% |
| 6M | -41.9% | +39.9% | -81.8% | -45.6% |
| YTD | -52.6% | +20.8% | -73.4% | -55.4% |
| All | -53.5% | +11.7% | -65.3% | -56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 IOT 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