-24.8%
KTOS vs PCOR
-14.7%
-10.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.3% | +3.7% | +0.2% |
| 7D | -8.0% | -9.0% | +0.9% | -6.5% |
| 30D | -13.6% | +4.2% | -17.8% | -14.3% |
| 3M | -24.6% | +14.4% | -39.0% | -26.5% |
| 6M | -46.3% | +0.2% | -46.5% | -46.8% |
| YTD | -37.0% | -20.3% | -16.8% | -33.2% |
| 1Y | -24.8% | -16.1% | -8.7% | -20.0% |
| All | -24.8% | -14.7% | -10.1% | -20.0% |
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