+625.8%
NTAP vs KTOS
+613.9%
+11.9%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.6% | +9.2% | +8.7% |
| 7D | +7.4% | -2.4% | +9.7% | +7.8% |
| 30D | -1.4% | -26.8% | +25.5% | +4.2% |
| 3M | +24.6% | -20.6% | +45.1% | +28.9% |
| 6M | +105.9% | -47.5% | +153.4% | +126.7% |
| YTD | +88.5% | -38.5% | +127.0% | +96.8% |
| 1Y | +62.1% | -31.0% | +93.1% | +63.0% |
| 3Y | +169.1% | +216.5% | -47.5% | +89.1% |
| 5Y | +141.9% | +105.7% | +36.2% | +79.0% |
| All | +625.8% | +613.9% | +11.9% | +308.2% |
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