+97.5%
KTOS vs VCLT
-17.2%
+114.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.7% | -0.7% |
| 7D | -2.4% | -1.4% | -1.0% | -1.3% |
| 30D | -26.8% | -1.2% | -25.7% | -26.2% |
| 3M | -20.6% | -4.8% | -15.8% | -17.4% |
| 6M | -47.5% | -2.6% | -44.9% | -46.1% |
| YTD | -38.5% | -3.3% | -35.1% | -36.5% |
| 1Y | -31.0% | -4.8% | -26.2% | -28.0% |
| 3Y | +216.5% | +11.5% | +205.0% | +188.8% |
| All | +97.5% | -17.2% | +114.7% | +107.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 5y: compounded portfolio wealth divided by compounded VCLT 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…
5y analysis · Full analysis span regression · 6 months rolling