-24.8%
KTOS vs UMAC
+164.0%
-188.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.1% | +2.5% | +0.4% |
| 7D | -8.0% | -0.9% | -7.1% | -7.9% |
| 30D | -13.6% | -7.7% | -5.9% | -13.0% |
| 3M | -24.6% | -26.4% | +1.9% | -20.4% |
| 6M | -46.3% | +61.9% | -108.2% | -60.1% |
| YTD | -37.0% | +86.5% | -123.5% | -55.5% |
| 1Y | -24.8% | +156.3% | -181.1% | -47.7% |
| All | -24.8% | +164.0% | -188.8% | -47.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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