+28.4%
NOC vs KTOS
+216.1%
-187.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.1% |
| 7D | +0.8% | -2.4% | +3.1% | +1.1% |
| 30D | -9.7% | -26.8% | +17.1% | -5.5% |
| 3M | -5.6% | -20.6% | +14.9% | -2.8% |
| 6M | -28.6% | -47.5% | +18.9% | -22.7% |
| YTD | -7.9% | -38.5% | +30.6% | -3.2% |
| 1Y | -9.5% | -31.0% | +21.5% | -7.0% |
| 3Y | +28.4% | +216.5% | -188.2% | -14.7% |
| All | +28.4% | +216.1% | -187.7% | -14.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling