-60.1%
KTOS vs PR
+87.5%
-147.6%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -6.5% | -5.7% | -12.0% |
| 7D | -12.7% | -12.1% | -0.5% | -12.6% |
| 30D | -14.4% | +0.9% | -15.3% | -14.0% |
| 3M | -30.7% | +10.1% | -40.8% | -30.2% |
| 6M | -41.9% | +1.1% | -43.0% | -39.8% |
| YTD | -52.6% | +63.7% | -116.3% | -58.5% |
| 1Y | -60.1% | +87.0% | -147.2% | -69.4% |
| All | -60.1% | +87.5% | -147.6% | -69.4% |
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