+98.4%
KTOS vs UPST
-1.6%
+100.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.0% | -2.6% | -0.9% |
| 7D | -2.4% | -8.8% | +6.4% | -1.3% |
| 30D | -26.8% | -12.1% | -14.8% | -25.7% |
| 3M | -20.6% | -19.5% | -1.1% | -18.6% |
| 6M | -47.5% | -6.8% | -40.6% | -47.1% |
| YTD | -38.5% | -41.5% | +3.0% | -34.9% |
| 1Y | -31.0% | -58.9% | +27.8% | -24.4% |
| 3Y | +216.5% | -15.2% | +231.7% | +200.3% |
| 5Y | +105.7% | -90.5% | +196.2% | +100.5% |
| All | +98.4% | -1.6% | +100.0% | +59.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UPST.
Daily Out/Under-Performance
Portfolio return minus UPST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPST 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 UPST 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