+189.8%
NOC vs KTOS
+613.9%
-424.1%
-36.4%
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% | +0.1% |
| 7D | +0.8% | -2.4% | +3.1% | +1.2% |
| 30D | -9.7% | -26.8% | +17.1% | -4.4% |
| 3M | -5.6% | -20.6% | +14.9% | -2.1% |
| 6M | -28.6% | -47.5% | +18.9% | -20.9% |
| YTD | -7.9% | -38.5% | +30.6% | -2.2% |
| 1Y | -9.5% | -31.0% | +21.5% | -7.2% |
| 3Y | +28.4% | +216.5% | -188.2% | -7.2% |
| 5Y | +59.0% | +105.7% | -46.7% | +21.1% |
| All | +189.8% | +613.9% | -424.1% | +65.4% |
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