-60.1%
KTOS vs PFG
+46.8%
-107.0%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +4.1% | -16.4% | -13.4% |
| 7D | -12.7% | +4.9% | -17.5% | -14.0% |
| 30D | -14.4% | +5.7% | -20.1% | -16.0% |
| 3M | -30.7% | +2.6% | -33.2% | -31.3% |
| 6M | -41.9% | +19.8% | -61.7% | -46.5% |
| YTD | -52.6% | +36.3% | -88.9% | -59.1% |
| 1Y | -60.1% | +47.9% | -108.0% | -69.0% |
| All | -60.1% | +46.8% | -107.0% | -69.0% |
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