+124.3%
KTOS vs UMAC
+473.8%
-349.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.8% | -0.3% |
| 7D | -2.4% | -3.4% | +1.0% | -2.0% |
| 30D | -26.8% | -15.1% | -11.7% | -25.8% |
| 3M | -20.6% | -10.8% | -9.8% | -20.4% |
| 6M | -47.5% | +15.7% | -63.2% | -49.6% |
| YTD | -38.5% | +80.1% | -118.6% | -42.8% |
| 1Y | -31.0% | +116.7% | -147.7% | -36.6% |
| All | +124.3% | +473.8% | -349.5% | +97.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling