-60.1%
KTOS vs PFGC
+12.5%
-72.6%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +13.5% | -25.8% | -15.4% |
| 7D | -12.7% | +13.9% | -26.5% | -16.2% |
| 30D | -14.4% | +18.4% | -32.8% | -19.5% |
| 3M | -30.7% | -2.5% | -28.1% | -28.1% |
| 6M | -41.9% | +26.0% | -68.0% | -50.7% |
| YTD | -52.6% | +21.9% | -74.5% | -59.7% |
| 1Y | -60.1% | +13.4% | -73.5% | -64.0% |
| All | -60.1% | +12.5% | -72.6% | -64.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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