+2,371.4%
NSC vs KTOS
-68.7%
+2,440.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.1% |
| 7D | -1.4% | -2.3% | +0.9% | -1.2% |
| 30D | -3.4% | -26.3% | +22.9% | -0.5% |
| 3M | +5.1% | -14.3% | +19.4% | +6.1% |
| 6M | +9.2% | -47.2% | +56.4% | +14.9% |
| YTD | +13.4% | -38.1% | +51.5% | +16.3% |
| 1Y | +20.8% | -28.4% | +49.2% | +21.2% |
| 3Y | +76.1% | +219.6% | -143.5% | +48.3% |
| 5Y | +45.3% | +107.0% | -61.7% | +25.4% |
| 10Y | +335.7% | +619.4% | -283.7% | +227.5% |
| All | +2,371.4% | -68.7% | +2,440.0% | +1,644.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling