+72.7%
NEM vs KTOS
-25.6%
+98.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.7% |
| 7D | +0.3% | -8.0% | +8.3% | +1.8% |
| 30D | +23.1% | -13.6% | +36.7% | +26.2% |
| 3M | +18.5% | -24.6% | +43.1% | +23.4% |
| 6M | +7.8% | -46.3% | +54.1% | +17.0% |
| YTD | +29.1% | -37.0% | +66.1% | +36.6% |
| 1Y | +72.7% | -24.8% | +97.5% | +88.3% |
| All | +72.7% | -25.6% | +98.3% | +88.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling