-53.5%
KTOS vs NVD
-30.3%
-23.3%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +6.5% | -18.7% | -10.4% |
| 7D | -12.7% | +15.0% | -27.6% | -8.7% |
| 30D | -14.4% | +39.3% | -53.7% | -5.3% |
| 3M | -30.7% | +3.1% | -33.8% | -28.7% |
| 6M | -41.9% | -19.0% | -23.0% | -42.5% |
| YTD | -52.6% | -35.5% | -17.1% | -56.7% |
| All | -53.5% | -30.3% | -23.3% | -56.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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