+910.6%
KTOS vs PBF
+325.4%
+585.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -0.9% |
| 7D | -2.4% | +5.3% | -7.7% | -3.2% |
| 30D | -26.8% | +11.7% | -38.6% | -28.3% |
| 3M | -20.6% | +91.1% | -111.6% | -29.4% |
| 6M | -47.5% | +88.4% | -135.9% | -53.8% |
| YTD | -38.5% | +194.1% | -232.5% | -50.3% |
| 1Y | -31.0% | +180.4% | -211.4% | -44.2% |
| 3Y | +216.5% | +59.3% | +157.2% | +171.4% |
| 5Y | +105.7% | +816.3% | -710.6% | +21.2% |
| 10Y | +615.0% | +373.1% | +242.0% | +291.3% |
| All | +910.6% | +325.4% | +585.2% | +408.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling