+138.8%
KTOS vs IOT
+54.1%
+84.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.5% | -0.6% |
| 7D | -2.4% | -4.5% | +2.2% | -1.5% |
| 30D | -26.8% | -2.4% | -24.4% | -26.6% |
| 3M | -20.6% | +19.0% | -39.5% | -23.9% |
| 6M | -47.5% | +19.6% | -67.1% | -50.1% |
| YTD | -38.5% | +8.3% | -46.8% | -41.0% |
| 1Y | -31.0% | -0.8% | -30.2% | -32.8% |
| 3Y | +216.5% | +24.4% | +192.1% | +181.5% |
| All | +138.8% | +54.1% | +84.7% | +70.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling