+97.5%
KTOS vs ITUB
+186.2%
-88.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.7% |
| 7D | -2.4% | +2.2% | -4.6% | -3.0% |
| 30D | -26.8% | +12.6% | -39.5% | -29.6% |
| 3M | -20.6% | +6.4% | -27.0% | -22.4% |
| 6M | -47.5% | +0.6% | -48.1% | -47.7% |
| YTD | -38.5% | +18.8% | -57.3% | -41.5% |
| 1Y | -31.0% | +31.0% | -62.0% | -36.3% |
| 3Y | +216.5% | +118.1% | +98.5% | +153.8% |
| All | +97.5% | +186.2% | -88.7% | +44.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling