+606.4%
KTOS vs NTRS
+259.9%
+346.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -1.2% |
| 7D | -2.4% | +1.4% | -3.7% | -3.1% |
| 30D | -26.8% | -0.7% | -26.2% | -26.6% |
| 3M | -20.6% | +11.3% | -31.9% | -25.1% |
| 6M | -47.5% | +35.5% | -83.0% | -55.6% |
| YTD | -38.5% | +40.6% | -79.1% | -49.0% |
| 1Y | -31.0% | +49.2% | -80.2% | -44.4% |
| 3Y | +216.5% | +167.2% | +49.3% | +81.8% |
| 5Y | +105.7% | +94.9% | +10.7% | +35.3% |
| All | +606.4% | +259.9% | +346.4% | +177.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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