+31.3%
NFLX vs KTOS
+100.3%
-69.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.4% | +1.9% |
| 7D | -1.1% | -2.4% | +1.3% | -0.7% |
| 30D | +4.3% | -26.8% | +31.1% | +9.9% |
| 3M | -4.8% | -20.6% | +15.8% | -1.6% |
| 6M | -18.4% | -47.5% | +29.1% | -10.1% |
| YTD | -17.4% | -38.5% | +21.0% | -14.6% |
| 1Y | -35.7% | -31.0% | -4.7% | -36.6% |
| 3Y | +73.8% | +216.5% | -142.8% | +2.8% |
| All | +31.3% | +100.3% | -69.0% | -15.3% |
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