-22.2%
ON vs KTOS
+216.1%
-238.3%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.6% | +9.1% | +8.6% |
| 7D | +2.4% | -2.4% | +4.7% | +2.7% |
| 30D | -8.6% | -26.8% | +18.2% | -4.3% |
| 3M | -34.3% | -20.6% | -13.8% | -32.5% |
| 6M | +28.5% | -47.5% | +76.0% | +39.0% |
| YTD | +40.6% | -38.5% | +79.1% | +43.4% |
| 1Y | +55.3% | -31.0% | +86.3% | +52.4% |
| 3Y | -22.2% | +216.5% | -238.7% | -52.0% |
| All | -22.2% | +216.1% | -238.3% | -52.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling