-60.1%
KTOS vs UL
+1.7%
-61.8%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +3.3% | -15.5% | -11.1% |
| 7D | -12.7% | +4.7% | -17.3% | -11.1% |
| 30D | -14.4% | +11.6% | -26.0% | -11.2% |
| 3M | -30.7% | +5.3% | -36.0% | -29.2% |
| 6M | -41.9% | +16.0% | -58.0% | -38.5% |
| YTD | -52.6% | +5.0% | -57.6% | -54.5% |
| 1Y | -60.1% | +1.1% | -61.3% | -61.7% |
| All | -60.1% | +1.7% | -61.8% | -61.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 1y: compounded portfolio wealth divided by compounded UL 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…
1y analysis · Full analysis span regression · 6 months rolling