+169.1%
NTAP vs KTOS
+216.1%
-47.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.6% | +9.2% | +8.6% |
| 7D | +7.4% | -2.4% | +9.7% | +7.6% |
| 30D | -1.4% | -26.8% | +25.5% | +1.8% |
| 3M | +24.6% | -20.6% | +45.1% | +27.0% |
| 6M | +105.9% | -47.5% | +153.4% | +118.3% |
| YTD | +88.5% | -38.5% | +127.0% | +91.6% |
| 1Y | +62.1% | -31.0% | +93.1% | +59.5% |
| 3Y | +169.1% | +216.5% | -47.5% | +111.4% |
| All | +169.1% | +216.1% | -47.1% | +111.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling