+216.5%
KTOS vs NTRA
+507.7%
-291.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.9% |
| 7D | -2.4% | +0.2% | -2.6% | -2.5% |
| 30D | -26.8% | +4.1% | -30.9% | -27.8% |
| 3M | -20.6% | +50.0% | -70.6% | -31.3% |
| 6M | -47.5% | +67.3% | -114.8% | -56.5% |
| YTD | -38.5% | +43.6% | -82.1% | -46.8% |
| 1Y | -31.0% | +89.2% | -120.3% | -44.9% |
| 3Y | +216.5% | +502.5% | -286.0% | +97.5% |
| All | +216.5% | +507.7% | -291.1% | +97.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling