+97.5%
KTOS vs PNC
+51.4%
+46.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.9% |
| 7D | -2.4% | -0.6% | -1.8% | -2.1% |
| 30D | -26.8% | -4.4% | -22.4% | -25.0% |
| 3M | -20.6% | +5.2% | -25.8% | -22.9% |
| 6M | -47.5% | +20.6% | -68.1% | -52.5% |
| YTD | -38.5% | +19.8% | -58.3% | -44.2% |
| 1Y | -31.0% | +24.4% | -55.4% | -38.6% |
| 3Y | +216.5% | +131.2% | +85.3% | +101.7% |
| All | +97.5% | +51.4% | +46.1% | +46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 PNC 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