+235.9%
UAL vs KTOS
-11.4%
+247.3%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.7% |
| 7D | -2.0% | -2.3% | +0.3% | -1.5% |
| 30D | -15.7% | -26.3% | +10.6% | -9.6% |
| 3M | +3.6% | -14.3% | +17.9% | +6.3% |
| 6M | +16.9% | -47.2% | +64.1% | +32.4% |
| YTD | -4.8% | -38.1% | +33.3% | +1.9% |
| 1Y | -0.9% | -28.4% | +27.5% | +0.7% |
| 3Y | +124.5% | +219.6% | -95.1% | +53.1% |
| 5Y | +140.2% | +107.0% | +33.2% | +74.8% |
| 10Y | +103.0% | +619.4% | -516.4% | +10.7% |
| All | +235.9% | -11.4% | +247.3% | +101.9% |
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