-49.5%
KTOS vs PL
-30.7%
-18.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.3% | +0.3% | -2.1% |
| 7D | -2.2% | -13.9% | +11.7% | +1.6% |
| 30D | -25.1% | -25.5% | +0.3% | -19.1% |
| 3M | -16.8% | -44.8% | +27.9% | -4.5% |
| 6M | -49.5% | -33.3% | -16.1% | -40.8% |
| All | -49.5% | -30.7% | -18.8% | -40.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling