+216.5%
KTOS vs PSA
+22.3%
+194.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.3% | -0.8% |
| 7D | -2.4% | -1.8% | -0.5% | -1.8% |
| 30D | -26.8% | -8.4% | -18.5% | -24.8% |
| 3M | -20.6% | -7.8% | -12.7% | -18.8% |
| 6M | -47.5% | +0.8% | -48.3% | -48.2% |
| YTD | -38.5% | +16.5% | -55.0% | -41.9% |
| 1Y | -31.0% | +4.7% | -35.7% | -33.2% |
| 3Y | +216.5% | +21.1% | +195.5% | +196.4% |
| All | +216.5% | +22.3% | +194.3% | +196.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling