+606.4%
KTOS vs PEG
+148.0%
+458.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -2.4% | -0.9% | -1.5% | -1.9% |
| 30D | -26.8% | -3.7% | -23.1% | -25.4% |
| 3M | -20.6% | -7.3% | -13.3% | -17.7% |
| 6M | -47.5% | -10.5% | -37.0% | -44.7% |
| YTD | -38.5% | -7.5% | -31.0% | -36.4% |
| 1Y | -31.0% | -8.7% | -22.3% | -28.4% |
| 3Y | +216.5% | +31.4% | +185.2% | +169.9% |
| 5Y | +105.7% | +37.8% | +67.9% | +69.7% |
| All | +606.4% | +148.0% | +458.4% | +408.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 10y: compounded portfolio wealth divided by compounded PEG 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…
10y analysis · Full analysis span regression · 6 months rolling