-48.5%
KTOS vs IRE
-85.1%
+36.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.5% | -0.7% |
| 7D | -2.4% | -4.5% | +2.1% | -1.9% |
| 30D | -26.8% | -7.8% | -19.0% | -27.1% |
| 3M | -20.6% | -60.0% | +39.4% | -15.4% |
| 6M | -47.5% | -48.3% | +0.8% | -51.1% |
| YTD | -38.5% | -54.5% | +16.0% | -43.6% |
| All | -48.5% | -85.1% | +36.7% | -51.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling