-60.1%
KTOS vs IOVA
+362.8%
-422.9%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -1.5% | -10.8% | -12.2% |
| 7D | -12.7% | -41.3% | +28.6% | -11.7% |
| 30D | -14.4% | -38.5% | +24.1% | -13.7% |
| 3M | -30.7% | +99.5% | -130.2% | -36.1% |
| 6M | -41.9% | +126.0% | -167.9% | -46.9% |
| YTD | -52.6% | +218.7% | -271.3% | -56.7% |
| 1Y | -60.1% | +378.0% | -438.2% | -63.8% |
| All | -60.1% | +362.8% | -422.9% | -63.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 IOVA 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