-56.9%
KTOS vs PSA
+28.3%
-85.2%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.7% | -6.5% | -6.9% |
| 7D | -23.4% | +7.4% | -30.8% | -26.2% |
| 30D | -23.6% | +19.1% | -42.7% | -30.3% |
| 3M | -39.7% | +5.1% | -44.8% | -41.4% |
| 6M | -43.7% | +16.2% | -59.9% | -49.5% |
| YTD | -56.0% | +35.2% | -91.2% | -66.6% |
| 1Y | -56.9% | +27.1% | -84.0% | -65.7% |
| All | -56.9% | +28.3% | -85.2% | -65.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 PSA 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