+1,598.9%
NET vs KTOS
+82.5%
+1,516.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -2.6% | +6.7% | +4.9% |
| 7D | +11.8% | -10.4% | +22.2% | +15.5% |
| 30D | -15.3% | -13.3% | -2.0% | -11.5% |
| 3M | -1.5% | -41.2% | +39.6% | +15.5% |
| 6M | +55.9% | -36.6% | +92.5% | +75.9% |
| YTD | +55.1% | -51.6% | +106.7% | +81.6% |
| 1Y | +27.1% | -53.6% | +80.8% | +50.4% |
| 3Y | +384.8% | +110.1% | +274.7% | +215.4% |
| 5Y | +56.5% | +69.8% | -13.2% | -0.6% |
| All | +1,598.9% | +82.5% | +1,516.4% | +944.6% |
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 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