+73.4%
PGR vs KTOS
+216.1%
-142.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.7% |
| 7D | -0.6% | -2.4% | +1.8% | -0.6% |
| 30D | +4.9% | -26.8% | +31.8% | +5.5% |
| 3M | +7.6% | -20.6% | +28.2% | +8.1% |
| 6M | +8.3% | -47.5% | +55.7% | +10.0% |
| YTD | +1.7% | -38.5% | +40.2% | +1.5% |
| 1Y | -6.8% | -31.0% | +24.2% | -8.3% |
| 3Y | +73.4% | +216.5% | -143.1% | +49.6% |
| All | +73.4% | +216.1% | -142.7% | +49.6% |
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