+48.0%
PYPL vs KTOS
+665.4%
-617.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +0.9% |
| 7D | -2.3% | -2.4% | +0.1% | -1.8% |
| 30D | -9.0% | -26.8% | +17.8% | -3.2% |
| 3M | +30.6% | -20.6% | +51.2% | +35.4% |
| 6M | +18.6% | -47.5% | +66.1% | +32.4% |
| YTD | -7.2% | -38.5% | +31.3% | -2.8% |
| 1Y | -19.3% | -31.0% | +11.8% | -19.0% |
| 3Y | -12.3% | +216.5% | -228.8% | -42.4% |
| 5Y | -80.9% | +105.7% | -186.6% | -86.6% |
| 10Y | +42.9% | +615.0% | -572.1% | -23.4% |
| All | +48.0% | +665.4% | -617.4% | -28.4% |
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