-49.5%
KTOS vs PCOR
-6.6%
-42.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.6% | +0.6% | -2.1% |
| 7D | -2.2% | -9.0% | +6.8% | 0.0% |
| 30D | -25.1% | -7.0% | -18.1% | -24.0% |
| 3M | -16.8% | +18.3% | -35.2% | -20.8% |
| 6M | -49.5% | -7.8% | -41.7% | -47.9% |
| All | -49.5% | -6.6% | -42.8% | -47.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling