+3,606.6%
UNP vs KTOS
-68.9%
+3,675.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.4% |
| 7D | -1.8% | -2.4% | +0.6% | -1.6% |
| 30D | -2.7% | -26.8% | +24.1% | -0.2% |
| 3M | +6.5% | -20.6% | +27.1% | +8.1% |
| 6M | +14.4% | -47.5% | +61.9% | +19.5% |
| YTD | +24.8% | -38.5% | +63.3% | +27.6% |
| 1Y | +34.4% | -31.0% | +65.4% | +35.2% |
| 3Y | +43.6% | +216.5% | -173.0% | +23.8% |
| 5Y | +53.2% | +105.7% | -52.5% | +34.8% |
| 10Y | +282.1% | +615.0% | -332.9% | +196.7% |
| All | +3,606.6% | -68.9% | +3,675.5% | +2,705.1% |
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