+606.4%
KTOS vs NWSA
+149.4%
+457.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.7% |
| 7D | -2.4% | -2.8% | +0.4% | -1.1% |
| 30D | -26.8% | +3.0% | -29.9% | -28.0% |
| 3M | -20.6% | +12.3% | -32.9% | -25.6% |
| 6M | -47.5% | +21.9% | -69.4% | -52.9% |
| YTD | -38.5% | +13.6% | -52.1% | -43.5% |
| 1Y | -31.0% | +0.5% | -31.5% | -32.7% |
| 3Y | +216.5% | +43.8% | +172.8% | +152.8% |
| 5Y | +105.7% | +41.2% | +64.5% | +61.7% |
| All | +606.4% | +149.4% | +457.0% | +278.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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