+101.1%
KTOS vs PCOR
-33.1%
+134.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.2% | +3.9% | +1.7% |
| 7D | -2.3% | -6.9% | +4.6% | -0.4% |
| 30D | -20.7% | -1.5% | -19.1% | -20.6% |
| 3M | -16.5% | +18.5% | -35.0% | -21.2% |
| 6M | -44.6% | -4.7% | -39.9% | -44.7% |
| YTD | -36.5% | -22.8% | -13.7% | -33.3% |
| 1Y | -24.9% | -20.7% | -4.1% | -22.0% |
| 3Y | +227.9% | -14.6% | +242.4% | +216.1% |
| 5Y | +103.6% | -40.7% | +144.4% | +92.0% |
| All | +101.1% | -33.1% | +134.2% | +92.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling