+334.4%
KTOS vs PENG
+751.0%
-416.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.6% | -2.9% |
| 7D | -2.2% | +7.3% | -9.5% | -3.4% |
| 30D | -25.1% | -7.5% | -17.7% | -24.2% |
| 3M | -16.8% | -17.2% | +0.4% | -15.9% |
| 6M | -49.5% | +176.7% | -226.2% | -59.7% |
| YTD | -38.4% | +161.0% | -199.5% | -50.6% |
| 1Y | -27.6% | +108.8% | -136.4% | -39.9% |
| 3Y | +218.0% | +109.8% | +108.2% | +144.6% |
| 5Y | +100.1% | +111.7% | -11.6% | +48.7% |
| All | +334.4% | +751.0% | -416.6% | +182.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling