-56.9%
KTOS vs USHY
+1.4%
-58.2%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.3% | -6.8% | -5.2% |
| 7D | -23.4% | -0.5% | -22.9% | -20.7% |
| 30D | -23.6% | -0.1% | -23.6% | -23.4% |
| 3M | -39.7% | -2.5% | -37.2% | -27.8% |
| 6M | -43.7% | -1.3% | -42.4% | -37.9% |
| YTD | -56.0% | -0.2% | -55.9% | -54.8% |
| 1Y | -56.9% | +1.3% | -58.2% | -61.7% |
| All | -56.9% | +1.4% | -58.2% | -61.7% |
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