-47.5%
KTOS vs VFC
-21.1%
-26.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.4% | -5.0% | -2.5% |
| 7D | -2.4% | -1.4% | -1.0% | -1.8% |
| 30D | -26.8% | -9.0% | -17.9% | -23.7% |
| 3M | -20.6% | -24.2% | +3.6% | -10.7% |
| 6M | -47.5% | -18.5% | -29.0% | -47.4% |
| All | -47.5% | -21.1% | -26.4% | -47.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling