+316.7%
PANW vs KTOS
+100.3%
+216.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -2.2% |
| 7D | -0.8% | -2.4% | +1.6% | -0.3% |
| 30D | -14.6% | -26.8% | +12.3% | -9.4% |
| 3M | +18.3% | -20.6% | +38.9% | +22.9% |
| 6M | +100.5% | -47.5% | +148.0% | +122.3% |
| YTD | +79.5% | -38.5% | +118.0% | +88.5% |
| 1Y | +66.7% | -31.0% | +97.7% | +68.4% |
| 3Y | +161.2% | +216.5% | -55.3% | +77.7% |
| All | +316.7% | +100.3% | +216.4% | +178.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KTOS.
Daily Out/Under-Performance
Portfolio return minus KTOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KTOS 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 KTOS 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