+606.4%
KTOS vs PR
+87.6%
+518.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -1.0% | -0.7% |
| 7D | -2.4% | +1.8% | -4.2% | -2.6% |
| 30D | -26.8% | +10.9% | -37.7% | -27.8% |
| 3M | -20.6% | +24.5% | -45.1% | -22.9% |
| 6M | -47.5% | +25.0% | -72.5% | -49.2% |
| YTD | -38.5% | +72.4% | -110.9% | -42.7% |
| 1Y | -31.0% | +77.2% | -108.3% | -36.1% |
| 3Y | +216.5% | +90.5% | +126.0% | +187.7% |
| 5Y | +105.7% | +423.5% | -317.8% | +65.6% |
| All | +606.4% | +87.6% | +518.7% | +547.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling