-47.2%
KTOS vs IRE
-84.4%
+37.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +14.0% | -14.6% | -2.5% |
| 7D | -8.0% | +54.8% | -62.8% | -13.7% |
| 30D | -13.6% | +18.4% | -32.0% | -17.2% |
| 3M | -24.6% | -66.7% | +42.2% | -18.0% |
| 6M | -46.3% | -52.3% | +6.0% | -49.7% |
| YTD | -37.0% | -52.3% | +15.3% | -42.5% |
| All | -47.2% | -84.4% | +37.2% | -50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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