+2,490.2%
NVDL vs KTOS
+382.3%
+2,107.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | 0.0% |
| 7D | -10.3% | -2.4% | -8.0% | -9.6% |
| 30D | -7.1% | -26.8% | +19.7% | +2.7% |
| 3M | +6.6% | -20.6% | +27.1% | +13.8% |
| 6M | +21.1% | -47.5% | +68.6% | +45.3% |
| YTD | +15.2% | -38.5% | +53.7% | +26.6% |
| 1Y | +18.8% | -31.0% | +49.8% | +23.9% |
| 3Y | +649.9% | +216.5% | +433.4% | +438.1% |
| All | +2,490.2% | +382.3% | +2,107.8% | +1,370.6% |
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