-60.1%
KTOS vs PL
-0.6%
-59.5%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -6.4% | -5.9% | -10.0% |
| 7D | -12.7% | -11.7% | -0.9% | -8.5% |
| 30D | -14.4% | -27.1% | +12.7% | -4.4% |
| 3M | -30.7% | -44.6% | +13.9% | -15.2% |
| 6M | -41.9% | -67.2% | +25.2% | -17.5% |
| YTD | -52.6% | -35.9% | -16.8% | -48.2% |
| 1Y | -60.1% | -0.4% | -59.7% | -61.4% |
| All | -60.1% | -0.6% | -59.5% | -61.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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