-47.5%
KTOS vs PBF
+93.0%
-140.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -0.6% |
| 7D | -2.4% | +5.3% | -7.7% | -2.4% |
| 30D | -26.8% | +11.7% | -38.6% | -26.7% |
| 3M | -20.6% | +91.1% | -111.6% | -18.8% |
| 6M | -47.5% | +88.4% | -135.9% | -46.3% |
| All | -47.5% | +93.0% | -140.5% | -46.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling