-51.5%
KTOS vs ITOT
+9.9%
-61.4%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.4% | +4.7% | +4.3% |
| 7D | -14.6% | -2.7% | -11.9% | -10.2% |
| 30D | -16.3% | -5.2% | -11.1% | -6.6% |
| 3M | -38.9% | -4.4% | -34.5% | -32.9% |
| 6M | -42.9% | +0.4% | -43.4% | -43.6% |
| YTD | -53.8% | +8.8% | -62.5% | -62.6% |
| 1Y | -51.5% | +11.0% | -62.6% | -62.9% |
| All | -51.5% | +9.9% | -61.4% | -62.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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