+243.5%
PLD vs KTOS
+613.9%
-370.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.1% |
| 7D | -1.2% | -2.4% | +1.2% | -0.8% |
| 30D | -3.5% | -26.8% | +23.3% | +0.6% |
| 3M | -7.1% | -20.6% | +13.5% | -4.7% |
| 6M | +2.6% | -47.5% | +50.0% | +10.6% |
| YTD | +8.0% | -38.5% | +46.5% | +11.9% |
| 1Y | +22.1% | -31.0% | +53.1% | +22.6% |
| 3Y | +22.3% | +216.5% | -194.3% | -9.2% |
| 5Y | +17.3% | +105.7% | -88.3% | -9.8% |
| All | +243.5% | +613.9% | -370.4% | +146.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling