+97.5%
KTOS vs PFG
+111.0%
-13.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -1.1% |
| 7D | -2.4% | -0.4% | -1.9% | -2.2% |
| 30D | -26.8% | +2.9% | -29.7% | -28.0% |
| 3M | -20.6% | +6.7% | -27.3% | -23.4% |
| 6M | -47.5% | +33.8% | -81.3% | -54.7% |
| YTD | -38.5% | +35.0% | -73.5% | -47.5% |
| 1Y | -31.0% | +46.4% | -77.4% | -43.6% |
| 3Y | +216.5% | +71.7% | +144.9% | +132.3% |
| All | +97.5% | +111.0% | -13.5% | +26.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling