+2,193.0%
NDAQ vs KTOS
-3.1%
+2,196.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | +0.1% | -0.5% |
| 7D | -5.6% | -2.4% | -3.2% | -5.3% |
| 30D | -4.4% | -26.8% | +22.5% | -0.7% |
| 3M | +5.9% | -20.6% | +26.4% | +8.3% |
| 6M | +7.7% | -47.5% | +55.2% | +15.1% |
| YTD | -5.2% | -38.5% | +33.3% | -1.8% |
| 1Y | -3.4% | -31.0% | +27.6% | -2.2% |
| 3Y | +85.6% | +216.5% | -130.9% | +50.5% |
| 5Y | +49.5% | +105.7% | -56.2% | +24.9% |
| 10Y | +366.4% | +615.0% | -248.6% | +217.6% |
| All | +2,193.0% | -3.1% | +2,196.2% | +1,253.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling