-51.5%
KTOS vs VEU
+12.3%
-63.8%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.2% | +4.9% | +4.9% |
| 7D | -14.6% | -1.6% | -12.9% | -12.9% |
| 30D | -16.3% | -4.3% | -12.0% | -11.1% |
| 3M | -38.9% | -5.8% | -33.0% | -33.7% |
| 6M | -42.9% | -4.4% | -38.6% | -39.5% |
| YTD | -53.8% | +8.7% | -62.4% | -64.6% |
| 1Y | -51.5% | +12.6% | -64.2% | -65.9% |
| All | -51.5% | +12.3% | -63.8% | -65.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 1y: compounded portfolio wealth divided by compounded VEU 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…
1y analysis · Full analysis span regression · 6 months rolling