+123.7%
KTOS vs OUST
-62.6%
+186.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.3% | +0.3% | -2.5% |
| 7D | -2.2% | +4.0% | -6.2% | -2.7% |
| 30D | -25.1% | -14.0% | -11.1% | -23.5% |
| 3M | -16.8% | -5.9% | -10.9% | -18.0% |
| 6M | -49.5% | +76.4% | -125.8% | -55.6% |
| YTD | -38.4% | +67.5% | -105.9% | -45.5% |
| 1Y | -27.6% | +27.1% | -54.7% | -34.0% |
| 3Y | +218.0% | +619.0% | -401.1% | +112.5% |
| 5Y | +100.1% | -54.9% | +155.0% | +76.2% |
| All | +123.7% | -62.6% | +186.4% | +99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling