+889.8%
NVDA vs KTOS
+100.3%
+789.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.1% |
| 7D | -5.1% | -2.4% | -2.8% | -4.5% |
| 30D | -2.5% | -26.8% | +24.4% | +5.8% |
| 3M | +6.7% | -20.6% | +27.2% | +12.3% |
| 6M | +17.6% | -47.5% | +65.1% | +36.4% |
| YTD | +17.3% | -38.5% | +55.8% | +25.5% |
| 1Y | +23.5% | -31.0% | +54.5% | +24.7% |
| 3Y | +384.6% | +216.5% | +168.1% | +166.9% |
| All | +889.8% | +100.3% | +789.5% | +431.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling