+82.0%
USO vs KTOS
+613.9%
-531.9%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -2.1% |
| 7D | +9.1% | -2.4% | +11.5% | +9.4% |
| 30D | +21.7% | -26.8% | +48.5% | +25.2% |
| 3M | +20.2% | -20.6% | +40.8% | +22.3% |
| 6M | +43.4% | -47.5% | +90.9% | +51.2% |
| YTD | +124.0% | -38.5% | +162.5% | +129.3% |
| 1Y | +112.2% | -31.0% | +143.2% | +112.5% |
| 3Y | +97.7% | +216.5% | -118.9% | +57.0% |
| 5Y | +217.4% | +105.7% | +111.7% | +161.1% |
| All | +82.0% | +613.9% | -531.9% | +32.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling