+216.5%
KTOS vs PFGC
+58.8%
+157.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.4% |
| 7D | -2.4% | -4.8% | +2.4% | -0.1% |
| 30D | -26.8% | -12.5% | -14.3% | -22.1% |
| 3M | -20.6% | -9.7% | -10.8% | -17.6% |
| 6M | -47.5% | +7.0% | -54.5% | -50.6% |
| YTD | -38.5% | +4.5% | -43.0% | -41.0% |
| 1Y | -31.0% | -11.6% | -19.4% | -28.8% |
| 3Y | +216.5% | +58.5% | +158.0% | +145.0% |
| All | +216.5% | +58.8% | +157.7% | +145.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling