+606.4%
KTOS vs VICR
+1,679.8%
-1,073.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +11.2% | -11.8% | -2.9% |
| 7D | -2.4% | +5.0% | -7.3% | -3.5% |
| 30D | -26.8% | -12.5% | -14.4% | -25.2% |
| 3M | -20.6% | -33.6% | +13.0% | -15.9% |
| 6M | -47.5% | +10.7% | -58.2% | -51.7% |
| YTD | -38.5% | +80.6% | -119.1% | -49.5% |
| 1Y | -31.0% | +288.4% | -319.4% | -53.0% |
| 3Y | +216.5% | +213.8% | +2.7% | +108.7% |
| 5Y | +105.7% | +58.8% | +46.8% | +44.4% |
| All | +606.4% | +1,679.8% | -1,073.4% | +127.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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