+97.5%
KTOS vs NYT
+38.8%
+58.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -27.8% |
| 3M | -20.6% | -9.6% | -11.0% | -19.2% |
| 6M | -47.5% | -14.0% | -33.5% | -45.8% |
| YTD | -38.5% | -2.8% | -35.7% | -39.4% |
| 1Y | -31.0% | +15.6% | -46.6% | -36.6% |
| 3Y | +216.5% | +56.3% | +160.2% | +148.4% |
| All | +97.5% | +38.8% | +58.7% | +39.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling