+98.1%
NU vs KTOS
+216.1%
-118.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.0% | -2.6% |
| 7D | -4.9% | -2.4% | -2.5% | -4.5% |
| 30D | +7.8% | -26.8% | +34.7% | +13.8% |
| 3M | +20.9% | -20.6% | +41.5% | +25.0% |
| 6M | +0.9% | -47.5% | +48.4% | +10.5% |
| YTD | -12.7% | -38.5% | +25.8% | -8.6% |
| 1Y | -6.4% | -31.0% | +24.6% | -5.7% |
| 3Y | +98.1% | +216.5% | -118.4% | +41.8% |
| All | +98.1% | +216.1% | -118.0% | +41.8% |
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