+206.2%
KTOS vs NVD
-99.1%
+305.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.6% |
| 7D | -2.4% | +10.8% | -13.2% | -1.0% |
| 30D | -26.8% | +0.8% | -27.6% | -26.4% |
| 3M | -20.6% | -20.8% | +0.3% | -21.9% |
| 6M | -47.5% | -41.2% | -6.3% | -49.5% |
| YTD | -38.5% | -44.2% | +5.7% | -40.8% |
| 1Y | -31.0% | -54.2% | +23.2% | -34.0% |
| 3Y | +216.5% | -99.1% | +315.7% | +171.7% |
| All | +206.2% | -99.1% | +305.3% | +163.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling