+216.5%
KTOS vs PCOR
-19.5%
+236.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -2.4% | -8.2% | +5.8% | -0.7% |
| 30D | -26.8% | -8.1% | -18.7% | -25.7% |
| 3M | -20.6% | +26.2% | -46.8% | -24.8% |
| 6M | -47.5% | -5.0% | -42.4% | -47.5% |
| YTD | -38.5% | -26.8% | -11.7% | -35.2% |
| 1Y | -31.0% | -24.6% | -6.4% | -27.9% |
| 3Y | +216.5% | -19.6% | +236.2% | +228.8% |
| All | +216.5% | -19.5% | +236.0% | +228.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling