-0.5%
PLUG vs KTOS
-46.8%
+46.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.0% | -1.0% | -3.2% |
| 7D | +3.8% | -2.2% | +6.0% | +4.5% |
| 30D | +2.8% | -25.1% | +28.0% | +10.7% |
| 3M | -25.4% | -16.8% | -8.6% | -23.0% |
| 6M | -0.5% | -49.5% | +49.0% | +35.1% |
| All | -0.5% | -46.8% | +46.3% | +35.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling