+296.0%
KTOS vs URA
-34.9%
+330.9%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.3% | +2.6% | +0.8% |
| 7D | -2.4% | -5.5% | +3.1% | 0.0% |
| 30D | -26.8% | -3.7% | -23.1% | -25.8% |
| 3M | -20.6% | -2.9% | -17.7% | -19.6% |
| 6M | -47.5% | -15.2% | -32.2% | -43.6% |
| YTD | -38.5% | +1.9% | -40.4% | -38.7% |
| 1Y | -31.0% | +6.9% | -37.9% | -33.2% |
| 3Y | +216.5% | +99.6% | +116.9% | +128.7% |
| 5Y | +105.7% | +101.2% | +4.5% | +40.8% |
| 10Y | +615.0% | +343.6% | +271.5% | +225.2% |
| All | +296.0% | -34.9% | +330.9% | +222.1% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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