+220.6%
UPS vs KTOS
-92.1%
+312.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.4% |
| 7D | -2.0% | -2.4% | +0.4% | -1.8% |
| 30D | -2.0% | -26.8% | +24.9% | +0.4% |
| 3M | -6.2% | -20.6% | +14.3% | -4.9% |
| 6M | +2.8% | -47.5% | +50.3% | +7.2% |
| YTD | +5.9% | -38.5% | +44.4% | +8.3% |
| 1Y | +26.2% | -31.0% | +57.2% | +27.2% |
| 3Y | -26.0% | +216.5% | -242.5% | -35.3% |
| 5Y | -34.3% | +105.7% | -140.0% | -41.4% |
| 10Y | +37.5% | +615.0% | -577.5% | +9.0% |
| All | +220.6% | -92.1% | +312.7% | +175.2% |
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 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