+223.9%
NXPI vs KTOS
+613.9%
-390.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.6% | +5.1% | +4.6% |
| 7D | +3.9% | -2.4% | +6.2% | +4.4% |
| 30D | +1.4% | -26.8% | +28.2% | +8.1% |
| 3M | -21.5% | -20.6% | -1.0% | -18.3% |
| 6M | +19.4% | -47.5% | +66.9% | +33.9% |
| YTD | +9.9% | -38.5% | +48.4% | +15.7% |
| 1Y | +7.9% | -31.0% | +38.9% | +8.7% |
| 3Y | +22.7% | +216.5% | -193.9% | -19.7% |
| 5Y | +22.1% | +105.7% | -83.6% | -15.1% |
| All | +223.9% | +613.9% | -390.0% | +107.1% |
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