+606.4%
KTOS vs UVXY
-100.0%
+706.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.8% | +6.2% | -1.6% |
| 7D | -2.4% | +2.8% | -5.2% | -1.9% |
| 30D | -26.8% | -11.4% | -15.5% | -28.0% |
| 3M | -20.6% | -41.5% | +20.9% | -25.8% |
| 6M | -47.5% | -61.0% | +13.6% | -52.7% |
| YTD | -38.5% | -49.8% | +11.4% | -41.7% |
| 1Y | -31.0% | -66.4% | +35.4% | -37.0% |
| 3Y | +216.5% | -94.8% | +311.3% | +169.0% |
| 5Y | +105.7% | -99.7% | +205.4% | +35.4% |
| All | +606.4% | -100.0% | +706.4% | +286.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UVXY.
Daily Out/Under-Performance
Portfolio return minus UVXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UVXY 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 10y: compounded portfolio wealth divided by compounded UVXY 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…
10y analysis · Full analysis span regression · 6 months rolling