-53.6%
KTOS vs PPG
+33.2%
-86.8%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.5% | -2.5% |
| 7D | -10.4% | +3.2% | -13.6% | -11.3% |
| 30D | -13.3% | +20.4% | -33.7% | -19.0% |
| 3M | -41.2% | +8.4% | -49.6% | -42.9% |
| 6M | -36.6% | +15.6% | -52.2% | -39.6% |
| YTD | -51.6% | +24.4% | -76.1% | -58.4% |
| 1Y | -53.6% | +32.9% | -86.5% | -59.9% |
| All | -53.6% | +33.2% | -86.8% | -59.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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