-49.5%
KTOS vs PENG
+186.2%
-235.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.6% | -3.0% |
| 7D | -2.2% | +7.3% | -9.5% | -3.2% |
| 30D | -25.1% | -7.5% | -17.7% | -24.4% |
| 3M | -16.8% | -17.2% | +0.4% | -17.2% |
| 6M | -49.5% | +176.7% | -226.2% | -61.1% |
| All | -49.5% | +186.2% | -235.7% | -61.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling