-24.8%
KTOS vs ITUB
+30.8%
-55.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.2% |
| 7D | -8.0% | +8.7% | -16.7% | -12.0% |
| 30D | -13.6% | -0.7% | -12.9% | -13.5% |
| 3M | -24.6% | +7.8% | -32.4% | -28.2% |
| 6M | -46.3% | -3.4% | -42.9% | -46.1% |
| YTD | -37.0% | +16.3% | -53.3% | -39.3% |
| 1Y | -24.8% | +29.8% | -54.6% | -28.9% |
| All | -24.8% | +30.8% | -55.6% | -28.9% |
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