-69.5%
KTOS vs ITOT
+887.7%
-957.1%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.5% | -1.5% |
| 7D | -2.4% | -0.9% | -1.5% | -1.5% |
| 30D | -26.8% | -1.5% | -25.4% | -25.7% |
| 3M | -20.6% | +3.6% | -24.1% | -23.1% |
| 6M | -47.5% | +13.7% | -61.2% | -53.4% |
| YTD | -38.5% | +12.9% | -51.4% | -44.9% |
| 1Y | -31.0% | +17.2% | -48.2% | -40.1% |
| 3Y | +216.5% | +75.6% | +140.9% | +84.7% |
| 5Y | +105.7% | +75.5% | +30.2% | +21.6% |
| 10Y | +615.0% | +302.0% | +313.0% | +107.3% |
| All | -69.5% | +887.7% | -957.1% | -96.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling