-52.1%
KTOS vs ULTA
+28.0%
-80.1%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.1% |
| 7D | +2.0% | -0.2% | +2.3% | +2.1% |
| 30D | -11.8% | +16.1% | -28.0% | -14.6% |
| 3M | -42.4% | +21.7% | -64.2% | -44.7% |
| 6M | -35.6% | +28.7% | -64.4% | -38.5% |
| YTD | -51.7% | +8.9% | -60.6% | -51.8% |
| 1Y | -52.1% | +26.1% | -78.2% | -51.7% |
| All | -52.1% | +28.0% | -80.1% | -51.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ULTA.
Daily Out/Under-Performance
Portfolio return minus ULTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ULTA 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 ULTA 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