+7,441.3%
UNH vs KTOS
-68.9%
+7,510.1%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.7% | -2.3% |
| 7D | -4.5% | -2.4% | -2.2% | -4.4% |
| 30D | -6.5% | -26.8% | +20.3% | -4.8% |
| 3M | -6.0% | -20.6% | +14.6% | -4.9% |
| 6M | +33.7% | -47.5% | +81.1% | +38.0% |
| YTD | +16.4% | -38.5% | +54.9% | +18.3% |
| 1Y | +10.1% | -31.0% | +41.1% | +10.6% |
| 3Y | -16.3% | +216.5% | -232.8% | -24.4% |
| 5Y | +2.1% | +105.7% | -103.6% | -6.6% |
| 10Y | +233.1% | +615.0% | -381.9% | +179.3% |
| All | +7,441.3% | -68.9% | +7,510.1% | +6,101.0% |
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