+97.7%
USO vs KTOS
+216.1%
-118.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -2.2% |
| 7D | +9.1% | -2.4% | +11.5% | +9.1% |
| 30D | +21.7% | -26.8% | +48.5% | +21.8% |
| 3M | +20.2% | -20.6% | +40.8% | +20.7% |
| 6M | +43.4% | -47.5% | +90.9% | +46.6% |
| YTD | +124.0% | -38.5% | +162.5% | +125.2% |
| 1Y | +112.2% | -31.0% | +143.2% | +111.6% |
| 3Y | +97.7% | +216.5% | -118.9% | +74.4% |
| All | +97.7% | +216.1% | -118.5% | +74.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling