+216.5%
KTOS vs USHY
+27.0%
+189.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.7% |
| 7D | -2.4% | -0.7% | -1.7% | 0.0% |
| 30D | -26.8% | -0.7% | -26.2% | -25.1% |
| 3M | -20.6% | +0.1% | -20.6% | -20.6% |
| 6M | -47.5% | +1.8% | -49.3% | -49.8% |
| YTD | -38.5% | +1.8% | -40.3% | -41.0% |
| 1Y | -31.0% | +3.3% | -34.3% | -36.3% |
| 3Y | +216.5% | +27.0% | +189.6% | +100.3% |
| All | +216.5% | +27.0% | +189.5% | +100.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling