-92.2%
KTOS vs IP
+86.7%
-179.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.8% | +1.5% |
| 7D | -2.3% | +0.1% | -2.4% | -2.4% |
| 30D | -20.7% | -11.2% | -9.4% | -17.3% |
| 3M | -16.5% | +12.3% | -28.8% | -20.9% |
| 6M | -44.6% | -5.2% | -39.4% | -44.6% |
| YTD | -36.5% | -4.0% | -32.5% | -37.3% |
| 1Y | -24.9% | -19.2% | -5.6% | -21.3% |
| 3Y | +227.9% | +20.3% | +207.6% | +181.7% |
| 5Y | +103.6% | -17.5% | +121.1% | +99.1% |
| 10Y | +597.5% | +21.2% | +576.4% | +474.3% |
| All | -92.2% | +86.7% | -179.0% | -95.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling