-56.9%
KTOS vs NUE
+72.6%
-129.5%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -8.3% | +1.2% | -4.4% |
| 7D | -23.4% | -10.8% | -12.6% | -20.5% |
| 30D | -23.6% | -2.1% | -21.5% | -22.6% |
| 3M | -39.7% | -10.4% | -29.3% | -37.5% |
| 6M | -43.7% | +6.4% | -50.1% | -43.8% |
| YTD | -56.0% | +51.9% | -107.9% | -61.2% |
| 1Y | -56.9% | +71.1% | -128.0% | -64.6% |
| All | -56.9% | +72.6% | -129.5% | -64.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NUE.
Daily Out/Under-Performance
Portfolio return minus NUE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NUE 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 NUE 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