-92.5%
KTOS vs IVZ
+318.4%
-410.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -1.0% |
| 7D | -2.4% | -2.4% | 0.0% | -1.5% |
| 30D | -26.8% | +3.0% | -29.9% | -27.7% |
| 3M | -20.6% | +14.9% | -35.4% | -24.7% |
| 6M | -47.5% | +36.7% | -84.2% | -53.2% |
| YTD | -38.5% | +25.7% | -64.2% | -43.7% |
| 1Y | -31.0% | +47.7% | -78.7% | -40.4% |
| 3Y | +216.5% | +138.8% | +77.7% | +121.6% |
| 5Y | +105.7% | +62.1% | +43.6% | +62.5% |
| 10Y | +615.0% | +64.3% | +550.7% | +418.4% |
| All | -92.5% | +318.4% | -410.9% | -97.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling