-31.0%
KTOS vs PSKY
-28.3%
-2.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.1% | -2.7% | -0.8% |
| 7D | -2.4% | -2.4% | 0.0% | -2.1% |
| 30D | -26.8% | +11.6% | -38.4% | -27.6% |
| 3M | -20.6% | +1.5% | -22.1% | -21.3% |
| 6M | -47.5% | +7.7% | -55.2% | -47.6% |
| YTD | -38.5% | -20.1% | -18.4% | -38.9% |
| 1Y | -31.0% | -38.3% | +7.3% | -30.5% |
| All | -31.0% | -28.3% | -2.7% | -30.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling