-56.9%
KTOS vs NVS
+34.0%
-90.9%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -1.8% | -5.3% | -6.9% |
| 7D | -23.4% | +0.5% | -23.9% | -23.4% |
| 30D | -23.6% | +15.0% | -38.6% | -25.3% |
| 3M | -39.7% | +4.8% | -44.5% | -40.4% |
| 6M | -43.7% | +11.3% | -55.0% | -45.7% |
| YTD | -56.0% | +21.0% | -77.0% | -56.7% |
| 1Y | -56.9% | +33.0% | -89.8% | -57.1% |
| All | -56.9% | +34.0% | -90.9% | -57.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 NVS 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