+1,104.3%
NTAP vs KTOS
-68.9%
+1,173.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.6% | +9.2% | +8.7% |
| 7D | +7.4% | -2.4% | +9.7% | +8.0% |
| 30D | -1.4% | -26.8% | +25.5% | +5.9% |
| 3M | +24.6% | -20.6% | +45.1% | +30.1% |
| 6M | +105.9% | -47.5% | +153.4% | +132.3% |
| YTD | +88.5% | -38.5% | +127.0% | +99.9% |
| 1Y | +62.1% | -31.0% | +93.1% | +64.6% |
| 3Y | +169.1% | +216.5% | -47.5% | +81.3% |
| 5Y | +141.9% | +105.7% | +36.2% | +71.9% |
| 10Y | +644.0% | +615.0% | +29.0% | +248.0% |
| All | +1,104.3% | -68.9% | +1,173.2% | +999.3% |
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