-24.8%
KTOS vs PR
+76.5%
-101.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.6% |
| 7D | -8.0% | +2.9% | -10.9% | -8.0% |
| 30D | -13.6% | +18.0% | -31.6% | -13.6% |
| 3M | -24.6% | +16.9% | -41.4% | -24.4% |
| 6M | -46.3% | +28.2% | -74.6% | -48.3% |
| YTD | -37.0% | +69.3% | -106.3% | -43.6% |
| 1Y | -24.8% | +69.5% | -94.3% | -32.4% |
| All | -24.8% | +76.5% | -101.3% | -32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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