+218.5%
PWR vs KTOS
+216.1%
+2.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.6% | +5.8% | +5.3% |
| 7D | +4.2% | -2.4% | +6.6% | +4.7% |
| 30D | -4.0% | -26.8% | +22.8% | +2.7% |
| 3M | -4.8% | -20.6% | +15.8% | -0.7% |
| 6M | +14.6% | -47.5% | +62.1% | +29.4% |
| YTD | +54.2% | -38.5% | +92.7% | +63.9% |
| 1Y | +67.1% | -31.0% | +98.1% | +69.5% |
| 3Y | +218.5% | +216.5% | +1.9% | +100.2% |
| All | +218.5% | +216.1% | +2.3% | +100.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling