+17.8%
YUM vs KTOS
+216.1%
-198.3%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -2.1% |
| 7D | -6.1% | -2.4% | -3.7% | -6.0% |
| 30D | -5.8% | -26.8% | +21.0% | -5.5% |
| 3M | -7.6% | -20.6% | +12.9% | -7.5% |
| 6M | -9.1% | -47.5% | +38.3% | -8.5% |
| YTD | -5.5% | -38.5% | +33.0% | -5.2% |
| 1Y | -3.7% | -31.0% | +27.3% | -3.8% |
| 3Y | +17.8% | +216.5% | -198.7% | +7.9% |
| All | +17.8% | +216.1% | -198.3% | +7.9% |
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