+13.0%
USB vs KTOS
-39.4%
+52.4%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.3% | +4.9% | +0.1% |
| 7D | +1.2% | +4.1% | -2.9% | +0.9% |
| 30D | +6.3% | -13.9% | +20.2% | +7.4% |
| 3M | -6.1% | -45.5% | +39.4% | -1.8% |
| 6M | +13.0% | -39.4% | +52.4% | +17.7% |
| All | +13.0% | -39.4% | +52.4% | +17.7% |
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