-24.8%
KTOS vs PSA
+7.3%
-32.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.1% |
| 7D | -8.0% | -3.7% | -4.4% | -6.7% |
| 30D | -13.6% | -7.7% | -5.9% | -10.9% |
| 3M | -24.6% | -0.6% | -24.0% | -25.9% |
| 6M | -46.3% | -0.9% | -45.4% | -47.9% |
| YTD | -37.0% | +18.7% | -55.7% | -44.0% |
| 1Y | -24.8% | +7.6% | -32.4% | -35.0% |
| All | -24.8% | +7.3% | -32.1% | -35.0% |
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