+97.5%
KTOS vs PEGA
-45.0%
+142.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -1.0% |
| 7D | -2.4% | -3.0% | +0.6% | -1.7% |
| 30D | -26.8% | +15.9% | -42.7% | -29.6% |
| 3M | -20.6% | +10.8% | -31.4% | -23.5% |
| 6M | -47.5% | -16.5% | -31.0% | -45.9% |
| YTD | -38.5% | -39.0% | +0.5% | -32.1% |
| 1Y | -31.0% | -37.3% | +6.3% | -24.7% |
| 3Y | +216.5% | +59.2% | +157.4% | +160.8% |
| All | +97.5% | -45.0% | +142.5% | +123.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling