+441.4%
USB vs KTOS
-67.9%
+509.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -1.5% |
| 7D | +2.1% | -2.3% | +4.4% | +2.3% |
| 30D | -2.3% | -20.7% | +18.4% | +0.1% |
| 3M | +13.9% | -16.5% | +30.4% | +15.4% |
| 6M | +21.6% | -44.6% | +66.2% | +27.8% |
| YTD | +19.3% | -36.5% | +55.8% | +22.7% |
| 1Y | +33.6% | -24.9% | +58.4% | +34.0% |
| 3Y | +97.7% | +227.9% | -130.2% | +66.9% |
| 5Y | +40.4% | +103.6% | -63.2% | +22.1% |
| 10Y | +105.9% | +597.5% | -491.6% | +56.3% |
| All | +441.4% | -67.9% | +509.3% | +287.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling