+97.5%
KTOS vs IRM
+197.3%
-99.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.0% | -2.6% | -1.8% |
| 7D | -2.4% | -1.4% | -0.9% | -1.6% |
| 30D | -26.8% | -7.4% | -19.5% | -23.7% |
| 3M | -20.6% | -7.4% | -13.2% | -17.8% |
| 6M | -47.5% | +8.7% | -56.2% | -50.5% |
| YTD | -38.5% | +40.9% | -79.4% | -50.4% |
| 1Y | -31.0% | +20.5% | -51.5% | -39.1% |
| 3Y | +216.5% | +101.7% | +114.8% | +94.8% |
| All | +97.5% | +197.3% | -99.8% | -13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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