+97.5%
KTOS vs PNR
-21.7%
+119.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.4% | -0.5% |
| 7D | -2.4% | -6.0% | +3.7% | +0.7% |
| 30D | -26.8% | -14.0% | -12.9% | -21.1% |
| 3M | -20.6% | -21.7% | +1.1% | -11.7% |
| 6M | -47.5% | -37.3% | -10.2% | -34.3% |
| YTD | -38.5% | -45.1% | +6.6% | -18.6% |
| 1Y | -31.0% | -49.1% | +18.1% | -4.4% |
| 3Y | +216.5% | -14.8% | +231.4% | +217.8% |
| All | +97.5% | -21.7% | +119.2% | +71.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling