+757.6%
PPL vs KTOS
-68.8%
+826.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.0% | +1.5% | -1.4% |
| 7D | 0.0% | -2.2% | +2.2% | +0.1% |
| 30D | -1.3% | -25.1% | +23.9% | +0.1% |
| 3M | -2.6% | -16.8% | +14.2% | -1.9% |
| 6M | -8.4% | -49.5% | +41.0% | -5.9% |
| YTD | +0.2% | -38.4% | +38.6% | +1.5% |
| 1Y | -0.2% | -27.6% | +27.4% | -0.1% |
| 3Y | +52.9% | +218.0% | -165.0% | +40.6% |
| 5Y | +36.8% | +100.1% | -63.3% | +27.3% |
| 10Y | +57.6% | +615.8% | -558.2% | +37.7% |
| All | +757.6% | -68.8% | +826.5% | +599.5% |
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