+803.5%
PM vs KTOS
+207.2%
+596.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.7% |
| 7D | +4.7% | -2.4% | +7.0% | +4.8% |
| 30D | +2.6% | -26.8% | +29.5% | +4.3% |
| 3M | +6.6% | -20.6% | +27.1% | +7.6% |
| 6M | +16.5% | -47.5% | +64.0% | +20.0% |
| YTD | +21.2% | -38.5% | +59.7% | +23.0% |
| 1Y | +17.9% | -31.0% | +48.9% | +18.2% |
| 3Y | +129.8% | +216.5% | -86.7% | +105.7% |
| 5Y | +133.0% | +105.7% | +27.3% | +111.5% |
| 10Y | +220.8% | +615.0% | -394.2% | +166.3% |
| All | +803.5% | +207.2% | +596.3% | +615.4% |
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