-24.8%
KTOS vs USHY
+4.6%
-29.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.4% |
| 7D | -8.0% | -0.1% | -7.9% | -7.2% |
| 30D | -13.6% | +0.1% | -13.7% | -14.1% |
| 3M | -24.6% | +0.8% | -25.4% | -28.5% |
| 6M | -46.3% | +1.7% | -48.1% | -51.4% |
| YTD | -37.0% | +2.5% | -39.5% | -44.9% |
| 1Y | -24.8% | +4.4% | -29.2% | -37.1% |
| All | -24.8% | +4.6% | -29.4% | -37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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