+194.3%
NOK vs KTOS
+216.1%
-21.9%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.6% | +5.4% | +4.9% |
| 7D | +11.0% | -2.4% | +13.3% | +11.2% |
| 30D | +7.8% | -26.8% | +34.7% | +10.6% |
| 3M | -21.0% | -20.6% | -0.4% | -20.0% |
| 6M | +40.9% | -47.5% | +88.4% | +46.5% |
| YTD | +72.0% | -38.5% | +110.5% | +75.3% |
| 1Y | +140.9% | -31.0% | +171.9% | +141.4% |
| 3Y | +194.3% | +216.5% | -22.3% | +152.0% |
| All | +194.3% | +216.1% | -21.9% | +152.0% |
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