+92.8%
UMC vs KTOS
-55.0%
+147.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.1% | -1.6% | +2.9% |
| 7D | -17.0% | -14.6% | -2.4% | -15.7% |
| 30D | -40.6% | -16.3% | -24.3% | -39.6% |
| 3M | -27.9% | -38.9% | +11.0% | -25.0% |
| 6M | -7.5% | -42.9% | +35.5% | -4.0% |
| YTD | +79.3% | -53.8% | +133.1% | +92.2% |
| 1Y | +92.8% | -51.5% | +144.3% | +104.7% |
| All | +92.8% | -55.0% | +147.8% | +104.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling