+97.5%
KTOS vs UTHR
+135.8%
-38.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.5% |
| 7D | -2.4% | +1.9% | -4.3% | -2.5% |
| 30D | -26.8% | -2.9% | -24.0% | -26.7% |
| 3M | -20.6% | -8.9% | -11.7% | -20.1% |
| 6M | -47.5% | -8.7% | -38.8% | -47.1% |
| YTD | -38.5% | +2.0% | -40.5% | -38.7% |
| 1Y | -31.0% | +22.8% | -53.8% | -32.5% |
| 3Y | +216.5% | +120.6% | +95.9% | +198.2% |
| All | +97.5% | +135.8% | -38.3% | +93.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UTHR.
Daily Out/Under-Performance
Portfolio return minus UTHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UTHR 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 5y: compounded portfolio wealth divided by compounded UTHR 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…
5y analysis · Full analysis span regression · 6 months rolling