-92.5%
KTOS vs UDR
+1,133.2%
-1,225.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.6% | -0.6% |
| 7D | -2.4% | -3.5% | +1.1% | -1.3% |
| 30D | -26.8% | -5.3% | -21.5% | -25.6% |
| 3M | -20.6% | -9.5% | -11.0% | -18.4% |
| 6M | -47.5% | -0.7% | -46.8% | -47.7% |
| YTD | -38.5% | -1.2% | -37.3% | -38.8% |
| 1Y | -31.0% | -5.7% | -25.3% | -30.4% |
| 3Y | +216.5% | +3.7% | +212.8% | +206.8% |
| 5Y | +105.7% | -18.9% | +124.6% | +114.7% |
| 10Y | +615.0% | +46.7% | +568.3% | +523.0% |
| All | -92.5% | +1,133.2% | -1,225.7% | -98.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling