+216.5%
KTOS vs UEC
+122.3%
+94.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.2% | +4.6% | +0.8% |
| 7D | -2.4% | -9.4% | +7.1% | +0.3% |
| 30D | -26.8% | -8.0% | -18.8% | -25.5% |
| 3M | -20.6% | -1.7% | -18.9% | -20.6% |
| 6M | -47.5% | -26.1% | -21.3% | -44.2% |
| YTD | -38.5% | -10.5% | -28.0% | -36.8% |
| 1Y | -31.0% | -13.3% | -17.7% | -29.8% |
| 3Y | +216.5% | +116.4% | +100.2% | +168.6% |
| All | +216.5% | +122.3% | +94.2% | +168.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UEC.
Daily Out/Under-Performance
Portfolio return minus UEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UEC 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 3y: compounded portfolio wealth divided by compounded UEC 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…
3y analysis · Full analysis span regression · 6 months rolling