-47.2%
KTOS vs IWD
+16.8%
-63.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +1.1% |
| 7D | -2.3% | -2.3% | 0.0% | +2.4% |
| 30D | -26.3% | -1.8% | -24.5% | -23.6% |
| 3M | -14.3% | +8.0% | -22.3% | -29.0% |
| 6M | -47.2% | +17.0% | -64.2% | -64.2% |
| All | -47.2% | +16.8% | -63.9% | -64.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling