+97.5%
KTOS vs PL
+65.3%
+32.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.3% |
| 7D | -2.4% | -9.2% | +6.9% | -0.4% |
| 30D | -26.8% | -32.9% | +6.0% | -20.6% |
| 3M | -20.6% | -51.9% | +31.3% | -8.2% |
| 6M | -47.5% | -35.3% | -12.2% | -44.0% |
| YTD | -38.5% | -16.6% | -21.9% | -37.0% |
| 1Y | -31.0% | +70.1% | -101.1% | -37.9% |
| 3Y | +216.5% | +479.2% | -262.7% | +103.6% |
| All | +97.5% | +65.3% | +32.2% | +31.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling