-60.1%
KTOS vs PENG
+120.5%
-180.6%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -9.1% | -3.2% | -10.9% |
| 7D | -12.7% | -20.5% | +7.8% | -9.8% |
| 30D | -14.4% | -20.4% | +5.9% | -12.3% |
| 3M | -30.7% | -16.4% | -14.3% | -29.8% |
| 6M | -41.9% | +49.2% | -91.2% | -47.7% |
| YTD | -52.6% | +147.2% | -199.8% | -64.7% |
| 1Y | -60.1% | +124.7% | -184.8% | -69.4% |
| All | -60.1% | +120.5% | -180.6% | -69.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 1y: compounded portfolio wealth divided by compounded PENG 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…
1y analysis · Full analysis span regression · 6 months rolling