-25.3%
PDD vs KTOS
+100.3%
-125.6%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | 0.0% |
| 7D | -5.4% | -2.4% | -3.0% | -5.0% |
| 30D | -12.6% | -26.8% | +14.2% | -8.8% |
| 3M | -4.3% | -20.6% | +16.3% | -1.7% |
| 6M | -24.4% | -47.5% | +23.1% | -18.2% |
| YTD | -31.4% | -38.5% | +7.1% | -28.9% |
| 1Y | -38.1% | -31.0% | -7.1% | -37.9% |
| 3Y | -20.1% | +216.5% | -236.7% | -46.8% |
| All | -25.3% | +100.3% | -125.6% | -40.6% |
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