-35.7%
U vs KTOS
+115.3%
-150.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.6% | +5.1% | +4.7% |
| 7D | +5.5% | -2.4% | +7.9% | +6.5% |
| 30D | -1.3% | -26.8% | +25.6% | +11.6% |
| 3M | +64.6% | -20.6% | +85.2% | +78.3% |
| 6M | +119.4% | -47.5% | +166.9% | +174.4% |
| YTD | -0.5% | -38.5% | +38.0% | +13.0% |
| 1Y | +1.3% | -31.0% | +32.3% | +3.5% |
| 3Y | +15.6% | +216.5% | -200.9% | -50.4% |
| 5Y | -67.5% | +105.7% | -173.1% | -84.6% |
| All | -35.7% | +115.3% | -150.9% | -72.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling