+136.0%
NVO vs KTOS
+613.9%
-477.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -2.1% |
| 7D | -7.6% | -2.4% | -5.2% | -7.4% |
| 30D | -6.0% | -26.8% | +20.9% | -3.1% |
| 3M | -0.8% | -20.6% | +19.8% | +1.0% |
| 6M | +16.5% | -47.5% | +63.9% | +23.0% |
| YTD | -11.1% | -38.5% | +27.4% | -7.9% |
| 1Y | -16.7% | -31.0% | +14.3% | -15.0% |
| 3Y | -52.9% | +216.5% | -269.5% | -58.9% |
| 5Y | -3.0% | +105.7% | -108.7% | -13.7% |
| All | +136.0% | +613.9% | -477.9% | +88.8% |
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 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