+1,842.6%
UMC vs KTOS
+613.9%
+1,228.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.6% | +3.0% | +2.4% |
| 7D | +9.0% | -2.4% | +11.4% | +9.4% |
| 30D | +17.2% | -26.8% | +44.1% | +22.6% |
| 3M | +11.4% | -20.6% | +32.0% | +14.3% |
| 6M | +137.5% | -47.5% | +185.0% | +157.2% |
| YTD | +193.1% | -38.5% | +231.6% | +205.4% |
| 1Y | +240.3% | -31.0% | +271.3% | +244.3% |
| 3Y | +262.2% | +216.5% | +45.7% | +171.8% |
| 5Y | +143.1% | +105.7% | +37.4% | +88.9% |
| All | +1,842.6% | +613.9% | +1,228.7% | +1,357.6% |
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