+362.4%
PCAR vs KTOS
+613.9%
-251.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.2% |
| 7D | -1.6% | -2.4% | +0.8% | -1.3% |
| 30D | -6.4% | -26.8% | +20.5% | -2.2% |
| 3M | +4.7% | -20.6% | +25.2% | +7.4% |
| 6M | +4.5% | -47.5% | +52.0% | +12.9% |
| YTD | +13.0% | -38.5% | +51.5% | +17.2% |
| 1Y | +23.6% | -31.0% | +54.6% | +24.3% |
| 3Y | +60.7% | +216.5% | -155.8% | +18.9% |
| 5Y | +164.5% | +105.7% | +58.8% | +104.5% |
| All | +362.4% | +613.9% | -251.5% | +180.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling