+781.9%
KTOS vs PR
+172.5%
+609.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.1% | -2.9% | -3.0% |
| 7D | -2.2% | -0.8% | -1.3% | -2.1% |
| 30D | -25.1% | +11.3% | -36.4% | -26.1% |
| 3M | -16.8% | +24.1% | -40.9% | -19.2% |
| 6M | -49.5% | +25.4% | -74.8% | -51.1% |
| YTD | -38.4% | +71.2% | -109.6% | -42.6% |
| 1Y | -27.6% | +78.6% | -106.2% | -33.0% |
| 3Y | +218.0% | +85.2% | +132.7% | +190.0% |
| 5Y | +100.1% | +419.0% | -318.9% | +61.3% |
| 10Y | +615.8% | +86.2% | +529.5% | +567.1% |
| All | +781.9% | +172.5% | +609.4% | +638.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling