-10.0%
PLTR vs KTOS
-59.2%
+49.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -12.3% | +10.2% | +2.3% |
| 7D | -12.8% | -12.7% | -0.1% | -8.7% |
| 30D | -9.3% | -14.4% | +5.1% | -4.6% |
| 3M | +5.6% | -30.7% | +36.2% | +19.2% |
| 6M | +17.6% | -41.9% | +59.5% | +39.2% |
| YTD | -3.4% | -52.6% | +49.2% | +17.7% |
| 1Y | -10.0% | -60.1% | +50.2% | +17.2% |
| All | -10.0% | -59.2% | +49.3% | +17.2% |
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 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