-24.8%
KTOS vs IVZ
+56.4%
-81.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -1.3% |
| 7D | -8.0% | +0.6% | -8.7% | -8.4% |
| 30D | -13.6% | +4.0% | -17.6% | -15.8% |
| 3M | -24.6% | +18.2% | -42.8% | -32.3% |
| 6M | -46.3% | +32.8% | -79.2% | -55.0% |
| YTD | -37.0% | +28.7% | -65.8% | -47.6% |
| 1Y | -24.8% | +55.4% | -80.2% | -43.7% |
| All | -24.8% | +56.4% | -81.2% | -43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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