-60.1%
KTOS vs PRU
+27.9%
-88.0%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +6.6% | -18.9% | -14.4% |
| 7D | -12.7% | +9.8% | -22.4% | -16.1% |
| 30D | -14.4% | +11.6% | -26.0% | -18.5% |
| 3M | -30.7% | +3.7% | -34.4% | -31.6% |
| 6M | -41.9% | +33.0% | -74.9% | -51.2% |
| YTD | -52.6% | +16.6% | -69.2% | -58.1% |
| 1Y | -60.1% | +26.9% | -87.1% | -69.4% |
| All | -60.1% | +27.9% | -88.0% | -69.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 PRU 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