-16.0%
PCG vs KTOS
-59.2%
+43.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -12.3% | +13.1% | +0.8% |
| 7D | +1.9% | -12.7% | +14.6% | +1.9% |
| 30D | +8.5% | -14.4% | +22.9% | +8.4% |
| 3M | -22.9% | -30.7% | +7.8% | -23.0% |
| 6M | -16.8% | -41.9% | +25.2% | -16.8% |
| YTD | -15.8% | -52.6% | +36.8% | -16.2% |
| 1Y | -16.0% | -60.1% | +44.1% | -16.0% |
| All | -16.0% | -59.2% | +43.2% | -16.0% |
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