+99.7%
KTOS vs UPST
-3.5%
+103.1%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.1% | +3.6% | +0.9% |
| 7D | -2.3% | -12.0% | +9.7% | -0.8% |
| 30D | -26.3% | -16.0% | -10.3% | -24.8% |
| 3M | -14.3% | -17.2% | +2.9% | -12.4% |
| 6M | -47.2% | -10.9% | -36.3% | -46.6% |
| YTD | -38.1% | -42.6% | +4.5% | -34.3% |
| 1Y | -28.4% | -59.8% | +31.3% | -21.4% |
| 3Y | +219.6% | -17.9% | +237.5% | +204.4% |
| 5Y | +107.0% | -90.7% | +197.7% | +102.2% |
| All | +99.7% | -3.5% | +103.1% | +60.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling