+1,132.9%
PSX vs KTOS
+738.2%
+394.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.5% |
| 7D | +1.7% | -2.4% | +4.1% | +2.1% |
| 30D | +15.6% | -26.8% | +42.5% | +21.6% |
| 3M | +46.5% | -20.6% | +67.0% | +50.9% |
| 6M | +55.0% | -47.5% | +102.5% | +69.3% |
| YTD | +105.3% | -38.5% | +143.8% | +114.0% |
| 1Y | +101.6% | -31.0% | +132.6% | +102.8% |
| 3Y | +134.1% | +216.5% | -82.4% | +67.4% |
| 5Y | +368.7% | +105.7% | +263.0% | +252.7% |
| 10Y | +384.1% | +615.0% | -230.9% | +184.1% |
| All | +1,132.9% | +738.2% | +394.7% | +552.0% |
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