+324.2%
NSC vs KTOS
+613.9%
-289.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.8% |
| 7D | -2.8% | -2.4% | -0.4% | -2.4% |
| 30D | -4.5% | -26.8% | +22.3% | +0.3% |
| 3M | +3.5% | -20.6% | +24.1% | +6.6% |
| 6M | +8.5% | -47.5% | +56.0% | +18.4% |
| YTD | +12.3% | -38.5% | +50.8% | +16.5% |
| 1Y | +18.9% | -31.0% | +50.0% | +18.8% |
| 3Y | +74.1% | +216.5% | -142.4% | +20.1% |
| 5Y | +43.9% | +105.7% | -61.8% | +4.6% |
| All | +324.2% | +613.9% | -289.7% | +139.1% |
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