+428.8%
USB vs KTOS
-76.8%
+505.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.3% | +4.9% | +0.2% |
| 7D | +1.2% | +4.1% | -2.9% | +0.7% |
| 30D | +6.3% | -13.9% | +20.2% | +7.7% |
| 3M | -6.1% | -45.5% | +39.4% | -0.3% |
| 6M | +13.0% | -39.4% | +52.4% | +17.9% |
| YTD | +16.6% | -54.2% | +70.8% | +23.7% |
| 1Y | +31.1% | -54.7% | +85.8% | +39.0% |
| 3Y | +100.9% | +98.8% | +2.1% | +78.3% |
| 5Y | +24.5% | +59.8% | -35.3% | +10.9% |
| 10Y | +82.9% | +408.0% | -325.2% | +43.4% |
| All | +428.8% | -76.8% | +505.7% | +290.6% |
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