-18.6%
NRG vs KTOS
-25.6%
+7.1%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.6% | +7.0% | +6.5% |
| 7D | +7.1% | -8.0% | +15.1% | +8.3% |
| 30D | -1.4% | -13.6% | +12.2% | +0.6% |
| 3M | -10.5% | -24.6% | +14.1% | -7.0% |
| 6M | -26.7% | -46.3% | +19.6% | -20.7% |
| YTD | -24.5% | -37.0% | +12.5% | -20.7% |
| 1Y | -18.6% | -24.8% | +6.2% | -5.7% |
| All | -18.6% | -25.6% | +7.1% | -5.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling