+1,065.2%
NRG vs KTOS
+613.9%
+451.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +1.7% |
| 7D | -4.7% | -2.4% | -2.3% | -4.2% |
| 30D | -6.0% | -26.8% | +20.9% | 0.0% |
| 3M | -8.0% | -20.6% | +12.6% | -4.6% |
| 6M | -23.2% | -47.5% | +24.3% | -14.2% |
| YTD | -28.1% | -38.5% | +10.4% | -23.6% |
| 1Y | -27.3% | -31.0% | +3.7% | -25.6% |
| 3Y | +208.7% | +216.5% | -7.9% | +123.0% |
| 5Y | +197.7% | +105.7% | +92.0% | +125.4% |
| All | +1,065.2% | +613.9% | +451.2% | +572.1% |
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