-74.7%
NKE vs KTOS
+100.3%
-175.0%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.6% |
| 7D | -4.2% | -2.4% | -1.8% | -3.9% |
| 30D | -8.2% | -26.8% | +18.6% | -4.7% |
| 3M | -19.1% | -20.6% | +1.5% | -17.2% |
| 6M | -32.6% | -47.5% | +14.9% | -27.9% |
| YTD | -40.7% | -38.5% | -2.2% | -38.8% |
| 1Y | -48.9% | -31.0% | -17.9% | -49.0% |
| 3Y | -59.2% | +216.5% | -275.8% | -70.7% |
| All | -74.7% | +100.3% | -175.0% | -81.5% |
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