+134.6%
KTOS vs VEU
+188.0%
-53.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.7% | -1.4% |
| 7D | -2.4% | -1.4% | -0.9% | -1.3% |
| 30D | -26.8% | -0.4% | -26.4% | -26.6% |
| 3M | -20.6% | +2.5% | -23.1% | -22.0% |
| 6M | -47.5% | +11.1% | -58.6% | -51.2% |
| YTD | -38.5% | +16.5% | -55.0% | -44.7% |
| 1Y | -31.0% | +22.9% | -53.9% | -40.3% |
| 3Y | +216.5% | +73.4% | +143.1% | +112.5% |
| 5Y | +105.7% | +56.1% | +49.6% | +49.7% |
| 10Y | +615.0% | +153.0% | +462.0% | +291.1% |
| All | +134.6% | +188.0% | -53.3% | -9.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling