+5,291.8%
PGR vs KTOS
-68.9%
+5,360.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.7% |
| 7D | -0.6% | -2.4% | +1.8% | -0.4% |
| 30D | +4.9% | -26.8% | +31.8% | +7.4% |
| 3M | +7.6% | -20.6% | +28.2% | +9.1% |
| 6M | +8.3% | -47.5% | +55.7% | +12.7% |
| YTD | +1.7% | -38.5% | +40.2% | +3.7% |
| 1Y | -6.8% | -31.0% | +24.2% | -6.4% |
| 3Y | +73.4% | +216.5% | -143.1% | +50.9% |
| 5Y | +161.2% | +105.7% | +55.5% | +131.6% |
| 10Y | +819.5% | +615.0% | +204.5% | +614.9% |
| All | +5,291.8% | -68.9% | +5,360.6% | +4,268.1% |
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