+3,072.6%
NEE vs KTOS
-68.9%
+3,141.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.5% | -0.1% |
| 7D | -1.3% | -2.4% | +1.0% | -1.2% |
| 30D | -3.3% | -26.8% | +23.5% | -1.9% |
| 3M | -2.3% | -20.6% | +18.3% | -1.4% |
| 6M | -8.9% | -47.5% | +38.6% | -6.6% |
| YTD | +4.8% | -38.5% | +43.3% | +6.2% |
| 1Y | +18.7% | -31.0% | +49.7% | +19.3% |
| 3Y | +33.2% | +216.5% | -183.3% | +22.7% |
| 5Y | +10.9% | +105.7% | -94.8% | +3.2% |
| 10Y | +251.8% | +615.0% | -363.2% | +209.7% |
| All | +3,072.6% | -68.9% | +3,141.5% | +2,699.9% |
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