-92.5%
KTOS vs IT
+1,707.2%
-1,799.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.3% | -5.9% | -2.4% |
| 7D | -2.4% | -3.7% | +1.3% | -1.3% |
| 30D | -26.8% | +0.1% | -26.9% | -27.3% |
| 3M | -20.6% | +20.7% | -41.3% | -27.8% |
| 6M | -47.5% | +12.0% | -59.5% | -51.5% |
| YTD | -38.5% | -28.8% | -9.7% | -34.7% |
| 1Y | -31.0% | -25.5% | -5.5% | -28.5% |
| 3Y | +216.5% | -48.8% | +265.3% | +263.0% |
| 5Y | +105.7% | -42.7% | +148.4% | +123.0% |
| 10Y | +615.0% | +102.5% | +512.5% | +379.7% |
| All | -92.5% | +1,707.2% | -1,799.7% | -97.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling