-47.5%
KTOS vs IOVA
+65.4%
-112.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.7% | -6.3% | -1.2% |
| 7D | -2.4% | -2.2% | -0.2% | -2.2% |
| 30D | -26.8% | +27.6% | -54.4% | -29.2% |
| 3M | -20.6% | +117.2% | -137.7% | -29.0% |
| 6M | -47.5% | +77.7% | -125.2% | -53.3% |
| All | -47.5% | +65.4% | -112.9% | -53.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling