+207.2%
UMC vs KTOS
-25.6%
+232.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.6% | +5.2% | +4.6% |
| 7D | +5.0% | -8.0% | +13.0% | +5.6% |
| 30D | +7.7% | -13.6% | +21.3% | +8.7% |
| 3M | +1.7% | -24.6% | +26.2% | +3.2% |
| 6M | +113.9% | -46.3% | +160.3% | +120.8% |
| YTD | +168.9% | -37.0% | +205.9% | +176.8% |
| 1Y | +207.2% | -24.8% | +232.0% | +240.2% |
| All | +207.2% | -25.6% | +232.8% | +240.2% |
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 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