-56.9%
KTOS vs VIG
+15.3%
-72.1%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -3.3% | -3.8% | +0.1% |
| 7D | -23.4% | -2.0% | -21.4% | -20.4% |
| 30D | -23.6% | +2.7% | -26.3% | -29.3% |
| 3M | -39.7% | +0.3% | -40.0% | -40.6% |
| 6M | -43.7% | +7.6% | -51.3% | -53.2% |
| YTD | -56.0% | +12.5% | -68.5% | -68.0% |
| 1Y | -56.9% | +14.8% | -71.6% | -70.4% |
| All | -56.9% | +15.3% | -72.1% | -70.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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