+97.5%
KTOS vs NTNX
+54.0%
+43.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.8% |
| 7D | -2.4% | -3.1% | +0.8% | -1.8% |
| 30D | -26.8% | +2.0% | -28.8% | -27.2% |
| 3M | -20.6% | +34.0% | -54.5% | -25.3% |
| 6M | -47.5% | +72.4% | -119.9% | -53.2% |
| YTD | -38.5% | +27.5% | -66.0% | -42.1% |
| 1Y | -31.0% | -18.7% | -12.3% | -29.0% |
| 3Y | +216.5% | +80.8% | +135.8% | +165.4% |
| All | +97.5% | +54.0% | +43.5% | +75.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTNX.
Daily Out/Under-Performance
Portfolio return minus NTNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTNX 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 5y: compounded portfolio wealth divided by compounded NTNX 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…
5y analysis · Full analysis span regression · 6 months rolling