+97.5%
KTOS vs PSLV
+154.2%
-56.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.7% |
| 7D | -2.4% | -3.5% | +1.1% | -1.6% |
| 30D | -26.8% | -2.1% | -24.7% | -26.6% |
| 3M | -20.6% | -1.6% | -18.9% | -20.6% |
| 6M | -47.5% | -25.5% | -22.0% | -44.5% |
| YTD | -38.5% | -11.4% | -27.1% | -39.5% |
| 1Y | -31.0% | +48.6% | -79.6% | -41.5% |
| 3Y | +216.5% | +166.9% | +49.7% | +122.1% |
| All | +97.5% | +154.2% | -56.7% | +36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 5y: compounded portfolio wealth divided by compounded PSLV 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…
5y analysis · Full analysis span regression · 6 months rolling