-98.8%
PLUG vs KTOS
-68.7%
-30.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.5% | -3.3% | -2.9% |
| 7D | 0.0% | -2.3% | +2.3% | +0.6% |
| 30D | -5.0% | -26.3% | +21.3% | +2.8% |
| 3M | -26.2% | -14.3% | -11.9% | -23.6% |
| 6M | -0.5% | -47.2% | +46.7% | +14.8% |
| YTD | +7.1% | -38.1% | +45.2% | +17.3% |
| 1Y | +46.5% | -28.4% | +75.0% | +53.1% |
| 3Y | -73.5% | +219.6% | -293.1% | -81.9% |
| 5Y | -91.3% | +107.0% | -198.2% | -93.3% |
| 10Y | +54.0% | +619.4% | -565.4% | -14.2% |
| All | -98.8% | -68.7% | -30.1% | -98.6% |
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