+245.3%
NEM vs KTOS
+216.1%
+29.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +13.1% |
| 3M | +30.2% | -20.6% | +50.8% | +34.2% |
| 6M | +9.6% | -47.5% | +57.1% | +18.7% |
| YTD | +27.8% | -38.5% | +66.3% | +34.5% |
| 1Y | +60.7% | -31.0% | +91.7% | +64.8% |
| 3Y | +245.3% | +216.5% | +28.8% | +194.8% |
| All | +245.3% | +216.1% | +29.2% | +194.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling