-31.0%
KTOS vs IP
-22.0%
-9.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.7% |
| 7D | -2.4% | -7.7% | +5.4% | -0.4% |
| 30D | -26.8% | -15.5% | -11.3% | -23.7% |
| 3M | -20.6% | -0.6% | -20.0% | -21.1% |
| 6M | -47.5% | -8.8% | -38.7% | -47.0% |
| YTD | -38.5% | -9.6% | -28.9% | -39.5% |
| 1Y | -31.0% | -22.5% | -8.5% | -29.2% |
| All | -31.0% | -22.0% | -9.0% | -29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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