+309.6%
KTOS vs PSLV
+109.5%
+200.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.7% |
| 7D | -2.4% | -3.5% | +1.1% | -1.7% |
| 30D | -26.8% | -2.1% | -24.7% | -26.7% |
| 3M | -20.6% | -1.6% | -18.9% | -20.5% |
| 6M | -47.5% | -25.5% | -22.0% | -44.7% |
| YTD | -38.5% | -11.4% | -27.1% | -38.7% |
| 1Y | -31.0% | +48.6% | -79.6% | -38.4% |
| 3Y | +216.5% | +166.9% | +49.7% | +149.2% |
| 5Y | +105.7% | +152.4% | -46.7% | +62.2% |
| 10Y | +615.0% | +187.8% | +427.2% | +435.5% |
| All | +309.6% | +109.5% | +200.1% | +171.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling