-9.1%
NVTS vs KTOS
+104.7%
-113.8%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.6% | +4.9% | +4.6% |
| 7D | -1.4% | -2.4% | +0.9% | -0.2% |
| 30D | -16.5% | -26.8% | +10.3% | -2.2% |
| 3M | -47.6% | -20.6% | -27.1% | -41.6% |
| 6M | +7.3% | -47.5% | +54.8% | +43.9% |
| YTD | +62.9% | -38.5% | +101.4% | +94.3% |
| 1Y | +91.3% | -31.0% | +122.3% | +108.8% |
| 3Y | +43.4% | +216.5% | -173.1% | -42.0% |
| All | -9.1% | +104.7% | -113.8% | -56.0% |
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