+97.5%
KTOS vs VFC
-78.2%
+175.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.4% | -5.0% | -1.5% |
| 7D | -2.4% | -1.4% | -1.0% | -2.1% |
| 30D | -26.8% | -9.0% | -17.9% | -25.5% |
| 3M | -20.6% | -24.2% | +3.6% | -16.5% |
| 6M | -47.5% | -18.5% | -29.0% | -45.5% |
| YTD | -38.5% | -25.9% | -12.6% | -35.1% |
| 1Y | -31.0% | -13.0% | -18.0% | -29.6% |
| 3Y | +216.5% | -20.3% | +236.9% | +198.7% |
| All | +97.5% | -78.2% | +175.7% | +210.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling