+15.6%
U vs KTOS
+216.1%
-200.5%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.6% | +5.1% | +4.7% |
| 7D | +5.5% | -2.4% | +7.9% | +6.2% |
| 30D | -1.3% | -26.8% | +25.6% | +7.7% |
| 3M | +64.6% | -20.6% | +85.2% | +74.2% |
| 6M | +119.4% | -47.5% | +166.9% | +157.1% |
| YTD | -0.5% | -38.5% | +38.0% | +9.8% |
| 1Y | +1.3% | -31.0% | +32.3% | +2.5% |
| 3Y | +15.6% | +216.5% | -200.9% | -31.4% |
| All | +15.6% | +216.1% | -200.5% | -31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KTOS.
Daily Out/Under-Performance
Portfolio return minus KTOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KTOS 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 KTOS 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