-24.8%
KTOS vs IT
-24.5%
-0.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.6% | +4.0% | -0.5% |
| 7D | -8.0% | -6.0% | -2.0% | -8.0% |
| 30D | -13.6% | 0.0% | -13.6% | -13.6% |
| 3M | -24.6% | +13.1% | -37.6% | -24.4% |
| 6M | -46.3% | +11.7% | -58.0% | -46.2% |
| YTD | -37.0% | -26.1% | -10.9% | -36.3% |
| 1Y | -24.8% | -21.3% | -3.5% | -23.4% |
| All | -24.8% | -24.5% | -0.3% | -23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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