+191.5%
PDD vs KTOS
+267.9%
-76.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.1% |
| 7D | -4.6% | -2.3% | -2.3% | -4.3% |
| 30D | -14.0% | -26.3% | +12.3% | -9.5% |
| 3M | -4.9% | -14.3% | +9.4% | -3.1% |
| 6M | -25.8% | -47.2% | +21.4% | -18.5% |
| YTD | -31.4% | -38.1% | +6.8% | -28.3% |
| 1Y | -37.6% | -28.4% | -9.1% | -37.5% |
| 3Y | -18.4% | +219.6% | -237.9% | -45.0% |
| 5Y | -25.0% | +107.0% | -131.9% | -45.8% |
| All | +191.5% | +267.9% | -76.4% | +51.1% |
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