-53.5%
KTOS vs ITUB
+9.9%
-63.5%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +3.3% | -15.6% | -13.0% |
| 7D | -12.7% | -1.6% | -11.1% | -12.3% |
| 30D | -14.4% | -26.6% | +12.2% | -8.3% |
| 3M | -30.7% | -11.0% | -19.6% | -32.2% |
| 6M | -41.9% | -13.0% | -28.9% | -42.7% |
| YTD | -52.6% | +3.9% | -56.5% | -56.3% |
| All | -53.5% | +9.9% | -63.5% | -58.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ITUB.
Daily Out/Under-Performance
Portfolio return minus ITUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITUB 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 ITUB 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