-24.8%
KTOS vs IWF
+10.9%
-35.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -8.0% | +0.5% | -8.6% | -8.8% |
| 30D | -13.6% | -0.4% | -13.2% | -13.0% |
| 3M | -24.6% | -2.6% | -22.0% | -21.0% |
| 6M | -46.3% | +9.1% | -55.5% | -53.3% |
| YTD | -37.0% | +4.5% | -41.5% | -41.6% |
| 1Y | -24.8% | +10.1% | -34.9% | -28.1% |
| All | -24.8% | +10.9% | -35.7% | -28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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