-92.5%
KTOS vs NLY
+1,328.3%
-1,420.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.2% | -0.5% |
| 7D | -2.4% | -4.0% | +1.6% | -1.3% |
| 30D | -26.8% | -5.2% | -21.6% | -25.8% |
| 3M | -20.6% | +2.8% | -23.4% | -21.2% |
| 6M | -47.5% | +4.2% | -51.7% | -48.0% |
| YTD | -38.5% | +4.7% | -43.2% | -39.2% |
| 1Y | -31.0% | +12.7% | -43.7% | -33.2% |
| 3Y | +216.5% | +62.5% | +154.0% | +177.0% |
| 5Y | +105.7% | +26.3% | +79.4% | +90.1% |
| 10Y | +615.0% | +81.0% | +534.0% | +505.1% |
| All | -92.5% | +1,328.3% | -1,420.7% | -95.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling