+606.4%
KTOS vs PSA
+102.6%
+503.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.3% | -0.9% |
| 7D | -2.4% | -1.8% | -0.5% | -1.6% |
| 30D | -26.8% | -8.4% | -18.5% | -24.0% |
| 3M | -20.6% | -7.8% | -12.7% | -18.1% |
| 6M | -47.5% | +0.8% | -48.3% | -48.1% |
| YTD | -38.5% | +16.5% | -55.0% | -43.0% |
| 1Y | -31.0% | +4.7% | -35.7% | -33.2% |
| 3Y | +216.5% | +21.1% | +195.5% | +178.8% |
| 5Y | +105.7% | +14.2% | +91.5% | +81.1% |
| All | +606.4% | +102.6% | +503.8% | +373.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling