+1,258.4%
NET vs KTOS
+66.0%
+1,192.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -7.1% | -1.1% | -6.1% |
| 7D | -21.2% | -23.4% | +2.2% | -14.5% |
| 30D | -31.1% | -23.6% | -7.5% | -25.3% |
| 3M | -16.5% | -39.7% | +23.1% | -2.9% |
| 6M | 0.0% | -43.7% | +43.7% | +16.6% |
| YTD | +24.0% | -56.0% | +80.0% | +49.3% |
| 1Y | +7.0% | -56.9% | +63.9% | +29.1% |
| 3Y | +279.6% | +93.6% | +186.0% | +152.8% |
| 5Y | +24.0% | +49.3% | -25.3% | -18.7% |
| All | +1,258.4% | +66.0% | +1,192.4% | +759.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling