+17.7%
USB vs KTOS
-39.9%
+57.6%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.4% | +3.3% | +1.0% |
| 7D | +2.6% | -3.4% | +6.0% | +2.8% |
| 30D | +8.4% | -13.8% | +22.2% | +9.3% |
| 3M | -5.5% | -46.0% | +40.5% | -1.9% |
| 6M | +17.7% | -35.4% | +53.1% | +20.7% |
| All | +17.7% | -39.9% | +57.6% | +20.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling