-24.0%
NKE vs KTOS
+613.9%
-637.9%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.6% |
| 7D | -4.2% | -2.4% | -1.8% | -3.8% |
| 30D | -8.2% | -26.8% | +18.6% | -3.6% |
| 3M | -19.1% | -20.6% | +1.5% | -16.6% |
| 6M | -32.6% | -47.5% | +14.9% | -26.4% |
| YTD | -40.7% | -38.5% | -2.2% | -38.1% |
| 1Y | -48.9% | -31.0% | -17.9% | -48.6% |
| 3Y | -59.2% | +216.5% | -275.8% | -71.0% |
| 5Y | -75.3% | +105.7% | -181.0% | -81.6% |
| All | -24.0% | +613.9% | -637.9% | -52.3% |
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 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