+97.5%
KTOS vs VEU
+55.0%
+42.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.7% | -1.8% |
| 7D | -2.4% | -1.4% | -0.9% | -0.8% |
| 30D | -26.8% | -0.4% | -26.4% | -26.5% |
| 3M | -20.6% | +2.5% | -23.1% | -22.7% |
| 6M | -47.5% | +11.1% | -58.6% | -52.9% |
| YTD | -38.5% | +16.5% | -55.0% | -47.4% |
| 1Y | -31.0% | +22.9% | -53.9% | -44.0% |
| 3Y | +216.5% | +73.4% | +143.1% | +79.7% |
| All | +97.5% | +55.0% | +42.5% | +19.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling