-60.1%
KTOS vs PBF
+120.1%
-180.2%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -6.7% | -5.6% | -11.8% |
| 7D | -12.7% | -0.9% | -11.8% | -12.5% |
| 30D | -14.4% | -13.7% | -0.7% | -13.8% |
| 3M | -30.7% | +10.6% | -41.3% | -31.4% |
| 6M | -41.9% | +61.2% | -103.1% | -44.3% |
| YTD | -52.6% | +172.7% | -225.4% | -61.7% |
| 1Y | -60.1% | +111.0% | -171.2% | -67.1% |
| All | -60.1% | +120.1% | -180.2% | -67.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 1y: compounded portfolio wealth divided by compounded PBF 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…
1y analysis · Full analysis span regression · 6 months rolling