+129.5%
PFE vs KTOS
-68.7%
+198.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.5% |
| 7D | -4.0% | -2.3% | -1.7% | -3.9% |
| 30D | +3.9% | -26.3% | +30.2% | +5.3% |
| 3M | +9.9% | -14.3% | +24.2% | +10.5% |
| 6M | +5.3% | -47.2% | +52.5% | +7.9% |
| YTD | +16.8% | -38.1% | +54.9% | +18.2% |
| 1Y | +20.4% | -28.4% | +48.9% | +20.7% |
| 3Y | -2.1% | +219.6% | -221.7% | -9.6% |
| 5Y | -21.0% | +107.0% | -127.9% | -26.3% |
| 10Y | +34.6% | +619.4% | -584.8% | +16.7% |
| All | +129.5% | -68.7% | +198.1% | +91.2% |
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