+606.4%
KTOS vs UDR
+47.2%
+559.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.6% | -0.6% |
| 7D | -2.4% | -3.5% | +1.1% | -0.7% |
| 30D | -26.8% | -5.3% | -21.5% | -25.0% |
| 3M | -20.6% | -9.5% | -11.0% | -17.2% |
| 6M | -47.5% | -0.7% | -46.8% | -47.9% |
| YTD | -38.5% | -1.2% | -37.3% | -39.1% |
| 1Y | -31.0% | -5.7% | -25.3% | -30.3% |
| 3Y | +216.5% | +3.7% | +212.8% | +198.1% |
| 5Y | +105.7% | -18.9% | +124.6% | +117.8% |
| All | +606.4% | +47.2% | +559.2% | +499.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UDR.
Daily Out/Under-Performance
Portfolio return minus UDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UDR 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 UDR 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