+81.3%
USB vs KTOS
+383.0%
-301.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.4% | +3.3% | +1.3% |
| 7D | +2.6% | -3.4% | +6.0% | +3.2% |
| 30D | +8.4% | -13.8% | +22.2% | +10.9% |
| 3M | -5.5% | -46.0% | +40.5% | +5.2% |
| 6M | +17.7% | -35.4% | +53.1% | +25.2% |
| YTD | +17.6% | -55.3% | +72.9% | +30.4% |
| 1Y | +33.9% | -52.7% | +86.6% | +46.2% |
| 3Y | +103.8% | +87.2% | +16.6% | +56.0% |
| 5Y | +25.6% | +56.0% | -30.4% | -4.1% |
| All | +81.3% | +383.0% | -301.7% | +17.5% |
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