+606.4%
KTOS vs NYT
+489.9%
+116.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.8% |
| 7D | -2.4% | -0.6% | -1.8% | -2.2% |
| 30D | -26.8% | +4.6% | -31.4% | -28.0% |
| 3M | -20.6% | -9.6% | -11.0% | -19.0% |
| 6M | -47.5% | -14.0% | -33.5% | -45.7% |
| YTD | -38.5% | -2.8% | -35.7% | -39.3% |
| 1Y | -31.0% | +15.6% | -46.6% | -36.3% |
| 3Y | +216.5% | +56.3% | +160.2% | +155.0% |
| 5Y | +105.7% | +39.5% | +66.2% | +67.0% |
| All | +606.4% | +489.9% | +116.4% | +228.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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