+606.4%
KTOS vs PPG
+26.9%
+579.5%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.8% |
| 7D | -2.4% | -6.2% | +3.9% | +0.6% |
| 30D | -26.8% | -7.9% | -18.9% | -23.9% |
| 3M | -20.6% | -10.2% | -10.3% | -16.6% |
| 6M | -47.5% | +2.7% | -50.2% | -48.3% |
| YTD | -38.5% | +4.9% | -43.4% | -40.8% |
| 1Y | -31.0% | -3.2% | -27.8% | -31.3% |
| 3Y | +216.5% | -17.0% | +233.5% | +231.7% |
| 5Y | +105.7% | -23.3% | +129.0% | +119.2% |
| All | +606.4% | +26.9% | +579.5% | +465.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling