-20.2%
KTOS vs PRU
+780.3%
-800.5%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.2% | +0.3% |
| 7D | -2.3% | -3.8% | +1.5% | -1.1% |
| 30D | -26.3% | -2.0% | -24.3% | -25.8% |
| 3M | -14.3% | +14.0% | -28.3% | -18.0% |
| 6M | -47.2% | +27.2% | -74.4% | -51.3% |
| YTD | -38.1% | +9.1% | -47.2% | -40.0% |
| 1Y | -28.4% | +18.1% | -46.5% | -32.4% |
| 3Y | +219.6% | +44.3% | +175.3% | +181.0% |
| 5Y | +107.0% | +45.7% | +61.3% | +80.7% |
| 10Y | +619.4% | +136.3% | +483.1% | +434.8% |
| All | -20.2% | +780.3% | -800.5% | -74.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling