+106.2%
UAL vs KTOS
+613.9%
-507.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.6% | +3.7% | +3.3% |
| 7D | -1.4% | -2.4% | +1.0% | -0.7% |
| 30D | -12.2% | -26.8% | +14.6% | -4.1% |
| 3M | -2.5% | -20.6% | +18.1% | +2.9% |
| 6M | +21.1% | -47.5% | +68.6% | +41.9% |
| YTD | -1.8% | -38.5% | +36.7% | +6.5% |
| 1Y | +0.4% | -31.0% | +31.4% | +2.2% |
| 3Y | +130.3% | +216.5% | -86.3% | +32.2% |
| 5Y | +147.7% | +105.7% | +42.0% | +56.0% |
| All | +106.2% | +613.9% | -507.7% | +6.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling