+97.5%
KTOS vs NVS
+92.9%
+4.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | -2.4% | -14.3% | +11.9% | +1.2% |
| 30D | -26.8% | -10.0% | -16.9% | -25.3% |
| 3M | -20.6% | -10.9% | -9.7% | -18.8% |
| 6M | -47.5% | -12.0% | -35.5% | -46.2% |
| YTD | -38.5% | +2.5% | -41.0% | -39.7% |
| 1Y | -31.0% | +10.7% | -41.7% | -34.0% |
| 3Y | +216.5% | +53.3% | +163.2% | +164.5% |
| All | +97.5% | +92.9% | +4.6% | +47.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling