+606.4%
KTOS vs PSKY
-74.6%
+680.9%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.1% | -2.7% | -1.1% |
| 7D | -2.4% | -2.4% | 0.0% | -1.9% |
| 30D | -26.8% | +11.6% | -38.4% | -28.5% |
| 3M | -20.6% | +1.5% | -22.1% | -20.9% |
| 6M | -47.5% | +7.7% | -55.2% | -48.4% |
| YTD | -38.5% | -20.1% | -18.4% | -36.6% |
| 1Y | -31.0% | -38.3% | +7.3% | -25.7% |
| 3Y | +216.5% | -17.7% | +234.3% | +195.9% |
| 5Y | +105.7% | -69.9% | +175.6% | +138.8% |
| All | +606.4% | -74.6% | +680.9% | +520.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 PSKY 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