-85.7%
KTOS vs IWD
+712.7%
-798.4%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.8% |
| 7D | -2.3% | -2.3% | 0.0% | 0.0% |
| 30D | -26.3% | -1.8% | -24.5% | -24.9% |
| 3M | -14.3% | +8.0% | -22.3% | -20.8% |
| 6M | -47.2% | +17.0% | -64.2% | -54.7% |
| YTD | -38.1% | +21.3% | -59.4% | -48.7% |
| 1Y | -28.4% | +27.9% | -56.4% | -43.6% |
| 3Y | +219.6% | +70.1% | +149.5% | +91.4% |
| 5Y | +107.0% | +74.2% | +32.8% | +23.4% |
| 10Y | +619.4% | +199.6% | +419.8% | +168.8% |
| All | -85.7% | +712.7% | -798.4% | -97.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling