-24.8%
KTOS vs NTR
+43.1%
-67.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.4% |
| 7D | -8.0% | +8.1% | -16.1% | -9.1% |
| 30D | -13.6% | +18.8% | -32.3% | -15.9% |
| 3M | -24.6% | +16.2% | -40.8% | -26.8% |
| 6M | -46.3% | +9.8% | -56.1% | -47.5% |
| YTD | -37.0% | +30.9% | -67.9% | -39.1% |
| 1Y | -24.8% | +41.8% | -66.6% | -25.0% |
| All | -24.8% | +43.1% | -67.9% | -25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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