+606.4%
KTOS vs UL
+66.7%
+539.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.3% | -0.8% |
| 7D | -2.4% | -3.4% | +1.0% | -1.4% |
| 30D | -26.8% | +0.5% | -27.3% | -27.0% |
| 3M | -20.6% | +7.2% | -27.8% | -22.6% |
| 6M | -47.5% | -3.1% | -44.4% | -47.4% |
| YTD | -38.5% | -2.7% | -35.8% | -38.9% |
| 1Y | -31.0% | -10.2% | -20.8% | -29.9% |
| 3Y | +216.5% | +20.3% | +196.3% | +184.5% |
| 5Y | +105.7% | +19.9% | +85.7% | +81.6% |
| All | +606.4% | +66.7% | +539.7% | +522.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling