+606.4%
KTOS vs NTRA
+3,199.2%
-2,592.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.8% |
| 7D | -2.4% | +0.2% | -2.6% | -2.4% |
| 30D | -26.8% | +4.1% | -30.9% | -27.5% |
| 3M | -20.6% | +50.0% | -70.6% | -28.0% |
| 6M | -47.5% | +67.3% | -114.8% | -53.6% |
| YTD | -38.5% | +43.6% | -82.1% | -43.9% |
| 1Y | -31.0% | +89.2% | -120.3% | -40.7% |
| 3Y | +216.5% | +502.5% | -286.0% | +110.0% |
| 5Y | +105.7% | +173.8% | -68.1% | +46.2% |
| All | +606.4% | +3,199.2% | -2,592.8% | +199.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 10y: compounded portfolio wealth divided by compounded NTRA 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…
10y analysis · Full analysis span regression · 6 months rolling