+123.5%
KTOS vs OUST
-63.6%
+187.1%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.7% |
| 7D | -2.4% | -3.0% | +0.7% | -1.9% |
| 30D | -26.8% | -23.4% | -3.4% | -24.0% |
| 3M | -20.6% | -10.8% | -9.8% | -21.1% |
| 6M | -47.5% | +42.7% | -90.2% | -52.3% |
| YTD | -38.5% | +63.3% | -101.8% | -45.3% |
| 1Y | -31.0% | +15.0% | -46.0% | -36.3% |
| 3Y | +216.5% | +610.9% | -394.3% | +111.9% |
| 5Y | +105.7% | -54.8% | +160.4% | +81.3% |
| All | +123.5% | -63.6% | +187.1% | +100.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 10y: compounded portfolio wealth divided by compounded OUST 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…
10y analysis · Full analysis span regression · 6 months rolling