-94.3%
KTOS vs NVMI
+1,965.6%
-2,060.0%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -0.9% |
| 7D | -2.4% | -0.1% | -2.3% | -2.4% |
| 30D | -26.8% | -8.4% | -18.4% | -25.9% |
| 3M | -20.6% | -33.6% | +13.0% | -16.0% |
| 6M | -47.5% | -14.7% | -32.8% | -46.7% |
| YTD | -38.5% | +13.2% | -51.7% | -40.1% |
| 1Y | -31.0% | +29.0% | -60.0% | -34.1% |
| 3Y | +216.5% | +215.0% | +1.6% | +157.6% |
| 5Y | +105.7% | +268.6% | -162.9% | +61.9% |
| 10Y | +615.0% | +3,124.7% | -2,509.7% | +325.7% |
| All | -94.3% | +1,965.6% | -2,060.0% | -97.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling