-31.0%
KTOS vs NUE
+85.4%
-116.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -1.1% |
| 7D | -2.4% | -0.6% | -1.7% | -2.2% |
| 30D | -26.8% | -4.6% | -22.3% | -25.9% |
| 3M | -20.6% | -0.3% | -20.2% | -19.9% |
| 6M | -47.5% | +51.9% | -99.4% | -52.5% |
| YTD | -38.5% | +60.0% | -98.5% | -45.7% |
| 1Y | -31.0% | +82.9% | -113.9% | -43.3% |
| All | -31.0% | +85.4% | -116.4% | -43.3% |
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