+53.0%
USAR vs KTOS
+216.1%
-163.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.4% | -2.8% |
| 7D | -11.6% | -2.4% | -9.3% | -10.9% |
| 30D | -15.5% | -26.8% | +11.4% | -5.6% |
| 3M | -31.0% | -20.6% | -10.5% | -25.5% |
| 6M | -26.2% | -47.5% | +21.3% | -11.0% |
| YTD | +30.8% | -38.5% | +69.2% | +51.8% |
| 1Y | +7.1% | -31.0% | +38.1% | +24.6% |
| 3Y | +53.0% | +216.5% | -163.5% | +86.3% |
| All | +53.0% | +216.1% | -163.1% | +86.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling