+138.6%
NOK vs KTOS
+613.9%
-475.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.6% | +5.4% | +4.9% |
| 7D | +11.0% | -2.4% | +13.3% | +11.4% |
| 30D | +7.8% | -26.8% | +34.7% | +13.2% |
| 3M | -21.0% | -20.6% | -0.4% | -18.6% |
| 6M | +40.9% | -47.5% | +88.4% | +53.4% |
| YTD | +72.0% | -38.5% | +110.5% | +79.5% |
| 1Y | +140.9% | -31.0% | +171.9% | +143.6% |
| 3Y | +194.3% | +216.5% | -22.3% | +116.3% |
| 5Y | +112.5% | +105.7% | +6.8% | +63.1% |
| All | +138.6% | +613.9% | -475.4% | +51.1% |
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