-60.1%
KTOS vs IWD
+33.0%
-93.2%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +2.6% | -14.9% | -16.8% |
| 7D | -12.7% | +2.5% | -15.2% | -17.0% |
| 30D | -14.4% | +6.0% | -20.4% | -24.0% |
| 3M | -30.7% | +3.8% | -34.4% | -35.7% |
| 6M | -41.9% | +16.3% | -58.3% | -58.4% |
| YTD | -52.6% | +27.5% | -80.1% | -73.8% |
| 1Y | -60.1% | +32.8% | -92.9% | -80.3% |
| All | -60.1% | +33.0% | -93.2% | -80.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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