-24.8%
KTOS vs PFG
+51.4%
-76.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +1.0% | -0.1% |
| 7D | -8.0% | +5.5% | -13.6% | -9.6% |
| 30D | -13.6% | +2.4% | -16.0% | -14.2% |
| 3M | -24.6% | +13.6% | -38.2% | -28.1% |
| 6M | -46.3% | +27.9% | -74.2% | -51.1% |
| YTD | -37.0% | +35.6% | -72.6% | -43.4% |
| 1Y | -24.8% | +48.5% | -73.3% | -33.4% |
| All | -24.8% | +51.4% | -76.2% | -33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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