+96.0%
USB vs KTOS
+216.5%
-120.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.0% | +2.4% | -0.3% |
| 7D | -1.1% | -2.2% | +1.1% | -0.8% |
| 30D | -3.2% | -25.1% | +21.9% | 0.0% |
| 3M | +11.8% | -16.8% | +28.6% | +13.7% |
| 6M | +21.4% | -49.5% | +70.9% | +30.3% |
| YTD | +18.6% | -38.4% | +57.0% | +21.8% |
| 1Y | +30.8% | -27.6% | +58.4% | +29.0% |
| All | +96.0% | +216.5% | -120.4% | +38.9% |
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