+72.1%
KTOS vs PL
+75.7%
-3.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.3% | +0.3% | -2.3% |
| 7D | -2.2% | -13.9% | +11.7% | +0.8% |
| 30D | -25.1% | -25.5% | +0.3% | -20.4% |
| 3M | -16.8% | -44.8% | +27.9% | -6.5% |
| 6M | -49.5% | -33.3% | -16.1% | -46.4% |
| YTD | -38.4% | -12.7% | -25.7% | -37.5% |
| 1Y | -27.6% | +90.9% | -118.5% | -36.2% |
| 3Y | +218.0% | +528.5% | -310.5% | +100.9% |
| 5Y | +100.1% | +72.7% | +27.4% | +31.4% |
| All | +72.1% | +75.7% | -3.6% | +10.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling