+47.9%
PLUG vs KTOS
+613.9%
-566.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.2% |
| 7D | -3.2% | -2.4% | -0.9% | -2.2% |
| 30D | -8.3% | -26.8% | +18.5% | +4.3% |
| 3M | -25.8% | -20.6% | -5.2% | -19.1% |
| 6M | -5.8% | -47.5% | +41.7% | +18.7% |
| YTD | +6.6% | -38.5% | +45.1% | +22.1% |
| 1Y | +39.1% | -31.0% | +70.1% | +47.8% |
| 3Y | -73.7% | +216.5% | -290.3% | -87.6% |
| 5Y | -91.3% | +105.7% | -197.0% | -95.2% |
| All | +47.9% | +613.9% | -566.0% | -47.1% |
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 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