-60.1%
KTOS vs PCOR
+4.0%
-64.2%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +19.7% | -31.9% | -12.8% |
| 7D | -12.7% | +21.8% | -34.5% | -13.4% |
| 30D | -14.4% | +39.5% | -54.0% | -16.7% |
| 3M | -30.7% | +35.2% | -65.9% | -32.3% |
| 6M | -41.9% | +21.7% | -63.7% | -43.3% |
| YTD | -52.6% | +3.9% | -56.6% | -53.5% |
| 1Y | -60.1% | +6.9% | -67.1% | -60.6% |
| All | -60.1% | +4.0% | -64.2% | -60.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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