+97.5%
KTOS vs NVMI
+261.9%
-164.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -1.0% |
| 7D | -2.4% | -0.1% | -2.3% | -2.4% |
| 30D | -26.8% | -8.4% | -18.4% | -25.2% |
| 3M | -20.6% | -33.6% | +13.0% | -12.7% |
| 6M | -47.5% | -14.7% | -32.8% | -46.6% |
| YTD | -38.5% | +13.2% | -51.7% | -41.7% |
| 1Y | -31.0% | +29.0% | -60.0% | -36.8% |
| 3Y | +216.5% | +215.0% | +1.6% | +110.1% |
| All | +97.5% | +261.9% | -164.4% | +25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 5y: compounded portfolio wealth divided by compounded NVMI 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…
5y analysis · Full analysis span regression · 6 months rolling