-15.1%
PEP vs KTOS
+216.1%
-231.2%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.2% |
| 7D | -1.0% | -2.4% | +1.4% | -1.0% |
| 30D | -0.7% | -26.8% | +26.2% | -1.0% |
| 3M | -4.1% | -20.6% | +16.4% | -4.3% |
| 6M | -13.1% | -47.5% | +34.4% | -13.4% |
| YTD | -2.1% | -38.5% | +36.4% | -2.2% |
| 1Y | -1.7% | -31.0% | +29.3% | -2.3% |
| 3Y | -15.1% | +216.5% | -231.6% | -20.5% |
| All | -15.1% | +216.1% | -231.2% | -20.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling