+606.4%
KTOS vs PEGA
+184.6%
+421.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -1.1% |
| 7D | -2.4% | -3.0% | +0.6% | -1.5% |
| 30D | -26.8% | +15.9% | -42.7% | -30.5% |
| 3M | -20.6% | +10.8% | -31.4% | -24.6% |
| 6M | -47.5% | -16.5% | -31.0% | -45.5% |
| YTD | -38.5% | -39.0% | +0.5% | -30.0% |
| 1Y | -31.0% | -37.3% | +6.3% | -22.8% |
| 3Y | +216.5% | +59.2% | +157.4% | +135.2% |
| 5Y | +105.7% | -44.9% | +150.6% | +125.8% |
| All | +606.4% | +184.6% | +421.7% | +222.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 PEGA 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