-24.8%
KTOS vs IWD
+30.5%
-55.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | +0.8% |
| 7D | -8.0% | -0.3% | -7.8% | -7.5% |
| 30D | -13.6% | +0.6% | -14.2% | -14.6% |
| 3M | -24.6% | +7.2% | -31.8% | -35.0% |
| 6M | -46.3% | +16.2% | -62.6% | -61.6% |
| YTD | -37.0% | +23.3% | -60.3% | -61.0% |
| 1Y | -24.8% | +29.6% | -54.4% | -56.1% |
| All | -24.8% | +30.5% | -55.3% | -56.1% |
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