+140.2%
NI vs KTOS
+613.9%
-473.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | 0.0% |
| 7D | 0.0% | -2.4% | +2.4% | +0.3% |
| 30D | -1.4% | -26.8% | +25.5% | +1.5% |
| 3M | -10.6% | -20.6% | +10.0% | -9.0% |
| 6M | -9.3% | -47.5% | +38.2% | -4.5% |
| YTD | +1.1% | -38.5% | +39.6% | +3.6% |
| 1Y | +3.4% | -31.0% | +34.4% | +3.7% |
| 3Y | +67.9% | +216.5% | -148.7% | +36.9% |
| 5Y | +98.0% | +105.7% | -7.7% | +65.5% |
| All | +140.2% | +613.9% | -473.7% | +85.4% |
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