+97.5%
KTOS vs IWD
+74.6%
+22.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -1.8% |
| 7D | -2.4% | -0.8% | -1.6% | -1.3% |
| 30D | -26.8% | -0.8% | -26.0% | -26.0% |
| 3M | -20.6% | +6.9% | -27.5% | -27.8% |
| 6M | -47.5% | +18.3% | -65.8% | -58.1% |
| YTD | -38.5% | +22.4% | -60.8% | -53.0% |
| 1Y | -31.0% | +27.4% | -58.4% | -49.8% |
| 3Y | +216.5% | +71.2% | +145.4% | +56.7% |
| All | +97.5% | +74.6% | +22.9% | -4.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling