+216.5%
KTOS vs PENG
+107.4%
+109.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.2% | -5.8% | -1.3% |
| 7D | -2.4% | -1.2% | -1.2% | -2.2% |
| 30D | -26.8% | -12.9% | -14.0% | -25.5% |
| 3M | -20.6% | -20.5% | -0.1% | -19.6% |
| 6M | -47.5% | +176.8% | -224.3% | -55.9% |
| YTD | -38.5% | +161.6% | -200.0% | -48.2% |
| 1Y | -31.0% | +95.6% | -126.6% | -40.0% |
| 3Y | +216.5% | +111.9% | +104.6% | +162.4% |
| All | +216.5% | +107.4% | +109.2% | +162.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling