-31.0%
KTOS vs PTC
-36.4%
+5.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -0.8% |
| 7D | -2.4% | -7.3% | +4.9% | -1.5% |
| 30D | -26.8% | -11.6% | -15.2% | -25.7% |
| 3M | -20.6% | +10.5% | -31.0% | -21.9% |
| 6M | -47.5% | -17.8% | -29.7% | -42.9% |
| YTD | -38.5% | -24.9% | -13.6% | -26.9% |
| 1Y | -31.0% | -36.8% | +5.8% | +3.5% |
| All | -31.0% | -36.4% | +5.4% | +3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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