+606.4%
KTOS vs PRU
+140.2%
+466.1%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.3% | -1.0% |
| 7D | -2.4% | -2.3% | -0.1% | -1.1% |
| 30D | -26.8% | -1.7% | -25.1% | -26.2% |
| 3M | -20.6% | +13.2% | -33.8% | -26.3% |
| 6M | -47.5% | +28.8% | -76.3% | -54.7% |
| YTD | -38.5% | +9.8% | -48.3% | -42.1% |
| 1Y | -31.0% | +17.4% | -48.4% | -37.6% |
| 3Y | +216.5% | +44.9% | +171.6% | +147.6% |
| 5Y | +105.7% | +46.6% | +59.0% | +56.8% |
| All | +606.4% | +140.2% | +466.1% | +195.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling