-25.4%
KTOS vs NLY
+17.7%
-43.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.5% |
| 7D | -8.0% | -1.0% | -7.0% | -7.5% |
| 30D | -13.6% | +0.6% | -14.2% | -13.8% |
| 3M | -24.6% | +10.8% | -35.4% | -29.1% |
| 6M | -46.3% | +6.2% | -52.6% | -48.6% |
| YTD | -37.0% | +9.0% | -46.0% | -38.5% |
| All | -25.4% | +17.7% | -43.2% | -25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NLY.
Daily Out/Under-Performance
Portfolio return minus NLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NLY 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 NLY 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