+60.7%
NEM vs KTOS
-29.4%
+90.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.6% |
| 7D | -1.0% | -2.4% | +1.4% | -0.6% |
| 30D | +7.8% | -26.8% | +34.7% | +13.8% |
| 3M | +30.2% | -20.6% | +50.8% | +34.6% |
| 6M | +9.6% | -47.5% | +57.1% | +19.3% |
| YTD | +27.8% | -38.5% | +66.3% | +35.8% |
| 1Y | +60.7% | -31.0% | +91.7% | +60.6% |
| All | +60.7% | -29.4% | +90.1% | +60.6% |
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 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