+620.9%
KTOS vs VFC
-68.3%
+689.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.1% |
| 7D | -0.5% | -2.1% | +1.6% | +0.1% |
| 30D | -26.3% | -11.5% | -14.8% | -23.8% |
| 3M | -17.6% | -25.4% | +7.8% | -11.1% |
| 6M | -45.6% | -17.1% | -28.5% | -43.0% |
| YTD | -37.3% | -26.4% | -10.9% | -32.3% |
| 1Y | -31.2% | -10.0% | -21.2% | -30.5% |
| 3Y | +223.2% | -22.9% | +246.1% | +191.6% |
| 5Y | +115.5% | -78.1% | +193.6% | +235.3% |
| 10Y | +620.9% | -67.9% | +688.8% | +892.7% |
| All | +620.9% | -68.3% | +689.2% | +892.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling