+320.3%
KTOS vs NVT
+731.8%
-411.5%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.6% | -5.3% | -2.7% |
| 7D | -2.4% | +4.1% | -6.4% | -4.2% |
| 30D | -26.8% | -5.1% | -21.7% | -25.4% |
| 3M | -20.6% | -1.2% | -19.4% | -21.4% |
| 6M | -47.5% | +46.6% | -94.1% | -57.2% |
| YTD | -38.5% | +60.0% | -98.5% | -51.9% |
| 1Y | -31.0% | +70.8% | -101.8% | -47.7% |
| 3Y | +216.5% | +187.5% | +29.0% | +78.5% |
| 5Y | +105.7% | +426.1% | -320.5% | -16.0% |
| All | +320.3% | +731.8% | -411.5% | +30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 10y: compounded portfolio wealth divided by compounded NVT 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…
10y analysis · Full analysis span regression · 6 months rolling