+13.5%
PGR vs KTOS
-54.9%
+68.4%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.6% | +4.4% | +1.7% |
| 7D | +1.2% | -10.4% | +11.6% | +0.7% |
| 30D | +6.6% | -13.3% | +19.9% | +6.0% |
| 3M | +8.4% | -41.2% | +49.5% | +6.2% |
| 6M | +19.6% | -36.6% | +56.1% | +17.9% |
| YTD | +8.4% | -51.6% | +60.0% | +4.2% |
| 1Y | +13.5% | -53.6% | +67.1% | +8.8% |
| All | +13.5% | -54.9% | +68.4% | +8.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling