+97.5%
KTOS vs NTRA
+172.0%
-74.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -30.4% |
| 6M | -47.5% | +67.3% | -114.8% | -55.6% |
| YTD | -38.5% | +43.6% | -82.1% | -45.8% |
| 1Y | -31.0% | +89.2% | -120.3% | -43.8% |
| 3Y | +216.5% | +502.5% | -286.0% | +82.6% |
| All | +97.5% | +172.0% | -74.5% | +32.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling