+32.6%
NET vs KTOS
+62.7%
-30.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -12.3% | +9.7% | +2.2% |
| 7D | -16.4% | -12.7% | -3.7% | -12.1% |
| 30D | -25.8% | -14.4% | -11.4% | -21.5% |
| 3M | -11.5% | -30.7% | +19.1% | +1.2% |
| 6M | +18.9% | -41.9% | +60.9% | +41.9% |
| YTD | +35.2% | -52.6% | +87.8% | +63.7% |
| 1Y | +14.5% | -60.1% | +74.6% | +48.3% |
| 3Y | +313.8% | +108.5% | +205.4% | +90.4% |
| 5Y | +32.6% | +67.7% | -35.2% | -42.7% |
| All | +32.6% | +62.7% | -30.1% | -42.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling