+216.5%
KTOS vs ULTA
+31.2%
+185.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.1% | -2.7% | -1.1% |
| 7D | -2.4% | -3.1% | +0.7% | -1.7% |
| 30D | -26.8% | +2.8% | -29.6% | -27.4% |
| 3M | -20.6% | +14.8% | -35.3% | -23.5% |
| 6M | -47.5% | -16.2% | -31.3% | -45.6% |
| YTD | -38.5% | -9.6% | -28.9% | -37.3% |
| 1Y | -31.0% | +4.8% | -35.8% | -32.2% |
| 3Y | +216.5% | +30.7% | +185.9% | +178.2% |
| All | +216.5% | +31.2% | +185.3% | +178.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling