-24.8%
KTOS vs NVS
+27.7%
-52.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | -0.1% |
| 7D | -8.0% | +4.0% | -12.1% | -9.0% |
| 30D | -13.6% | +3.6% | -17.2% | -14.2% |
| 3M | -24.6% | +7.8% | -32.4% | -26.2% |
| 6M | -46.3% | -0.2% | -46.2% | -48.1% |
| YTD | -37.0% | +19.6% | -56.6% | -38.3% |
| 1Y | -24.8% | +28.4% | -53.2% | -25.4% |
| All | -24.8% | +27.7% | -52.5% | -25.4% |
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