+363.0%
NDAQ vs KTOS
+613.9%
-250.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | +0.1% | -0.5% |
| 7D | -5.6% | -2.4% | -3.2% | -5.2% |
| 30D | -4.4% | -26.8% | +22.5% | -0.3% |
| 3M | +5.9% | -20.6% | +26.4% | +8.6% |
| 6M | +7.7% | -47.5% | +55.2% | +16.2% |
| YTD | -5.2% | -38.5% | +33.3% | -1.6% |
| 1Y | -3.4% | -31.0% | +27.6% | -2.6% |
| 3Y | +85.6% | +216.5% | -130.9% | +41.6% |
| 5Y | +49.5% | +105.7% | -56.2% | +18.0% |
| All | +363.0% | +613.9% | -250.9% | +207.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KTOS.
Daily Out/Under-Performance
Portfolio return minus KTOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KTOS 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 KTOS 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