+61.6%
PBR vs KTOS
-59.5%
+121.0%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -7.1% | +3.0% | -3.9% |
| 7D | -14.2% | -23.4% | +9.2% | -13.6% |
| 30D | -21.0% | -23.6% | +2.6% | -20.4% |
| 3M | +5.4% | -39.7% | +45.1% | +7.0% |
| 6M | -10.4% | -43.7% | +33.3% | -8.7% |
| YTD | +65.5% | -56.0% | +121.5% | +68.1% |
| 1Y | +61.6% | -56.9% | +118.4% | +64.3% |
| All | +61.6% | -59.5% | +121.0% | +64.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling