-24.8%
KTOS vs PNR
-43.1%
+18.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.7% |
| 7D | -8.0% | -2.4% | -5.7% | -7.5% |
| 30D | -13.6% | -12.8% | -0.8% | -10.8% |
| 3M | -24.6% | -17.0% | -7.6% | -21.7% |
| 6M | -46.3% | -37.4% | -8.9% | -40.8% |
| YTD | -37.0% | -41.6% | +4.6% | -31.5% |
| 1Y | -24.8% | -44.6% | +19.8% | -11.9% |
| All | -24.8% | -43.1% | +18.3% | -11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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