+97.5%
KTOS vs IT
-42.9%
+140.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.3% | -5.9% | -1.7% |
| 7D | -2.4% | -3.7% | +1.3% | -1.7% |
| 30D | -26.8% | +0.1% | -26.9% | -27.1% |
| 3M | -20.6% | +20.7% | -41.3% | -25.3% |
| 6M | -47.5% | +12.0% | -59.5% | -49.9% |
| YTD | -38.5% | -28.8% | -9.7% | -33.8% |
| 1Y | -31.0% | -25.5% | -5.5% | -27.4% |
| 3Y | +216.5% | -48.8% | +265.3% | +276.6% |
| All | +97.5% | -42.9% | +140.4% | +105.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling