+216.5%
KTOS vs NLY
+64.2%
+152.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.2% | -0.4% |
| 7D | -2.4% | -4.0% | +1.6% | -0.6% |
| 30D | -26.8% | -5.2% | -21.6% | -25.0% |
| 3M | -20.6% | +2.8% | -23.4% | -21.6% |
| 6M | -47.5% | +4.2% | -51.7% | -48.5% |
| YTD | -38.5% | +4.7% | -43.2% | -39.6% |
| 1Y | -31.0% | +12.7% | -43.7% | -34.1% |
| 3Y | +216.5% | +62.5% | +154.0% | +177.7% |
| All | +216.5% | +64.2% | +152.4% | +177.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling