+5,216.0%
PCAR vs KTOS
-68.7%
+5,284.6%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.5% |
| 7D | -1.6% | -2.3% | +0.8% | -1.3% |
| 30D | -7.3% | -26.3% | +19.0% | -4.3% |
| 3M | +7.8% | -14.3% | +22.1% | +9.0% |
| 6M | +3.6% | -47.2% | +50.8% | +9.5% |
| YTD | +12.9% | -38.1% | +51.0% | +16.2% |
| 1Y | +27.3% | -28.4% | +55.7% | +28.1% |
| 3Y | +61.9% | +219.6% | -157.7% | +35.6% |
| 5Y | +164.2% | +107.0% | +57.2% | +126.9% |
| 10Y | +370.6% | +619.4% | -248.9% | +243.8% |
| All | +5,216.0% | -68.7% | +5,284.6% | +3,611.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling