-53.5%
KTOS vs VFC
+54.4%
-108.0%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +4.4% | -16.7% | -13.8% |
| 7D | -12.7% | +21.5% | -34.1% | -19.1% |
| 30D | -14.4% | +46.7% | -61.1% | -26.6% |
| 3M | -30.7% | +38.4% | -69.1% | -39.2% |
| 6M | -41.9% | +15.2% | -57.2% | -45.3% |
| YTD | -52.6% | +17.8% | -70.4% | -56.4% |
| All | -53.5% | +54.4% | -108.0% | -61.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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