+339.6%
KTOS vs VCLT
+100.6%
+239.0%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.7% | -0.6% |
| 7D | -2.4% | -1.4% | -1.0% | -2.0% |
| 30D | -26.8% | -1.2% | -25.7% | -26.6% |
| 3M | -20.6% | -4.8% | -15.8% | -19.5% |
| 6M | -47.5% | -2.6% | -44.9% | -47.0% |
| YTD | -38.5% | -3.3% | -35.1% | -37.8% |
| 1Y | -31.0% | -4.8% | -26.2% | -30.0% |
| 3Y | +216.5% | +11.5% | +205.0% | +209.2% |
| 5Y | +105.7% | -17.0% | +122.7% | +102.4% |
| 10Y | +615.0% | +16.7% | +598.3% | +673.6% |
| All | +339.6% | +100.6% | +239.0% | +666.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling