-24.8%
KTOS vs NVD
-61.9%
+37.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -1.0% |
| 7D | -8.0% | -11.1% | +3.1% | -10.9% |
| 30D | -13.6% | -13.3% | -0.3% | -16.0% |
| 3M | -24.6% | -19.8% | -4.8% | -26.7% |
| 6M | -46.3% | -48.8% | +2.4% | -53.3% |
| YTD | -37.0% | -49.7% | +12.6% | -45.4% |
| 1Y | -24.8% | -61.4% | +36.6% | -32.9% |
| All | -24.8% | -61.9% | +37.1% | -32.9% |
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