-19.0%
PFE vs KTOS
+100.3%
-119.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.3% |
| 7D | -2.6% | -2.4% | -0.2% | -2.5% |
| 30D | +5.4% | -26.8% | +32.2% | +6.3% |
| 3M | +7.8% | -20.6% | +28.3% | +8.4% |
| 6M | +5.0% | -47.5% | +52.5% | +6.7% |
| YTD | +17.1% | -38.5% | +55.6% | +17.6% |
| 1Y | +19.3% | -31.0% | +50.3% | +19.0% |
| 3Y | -0.9% | +216.5% | -217.5% | -8.8% |
| All | -19.0% | +100.3% | -119.3% | -25.7% |
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