+10.4%
KTOS vs VIG
+615.8%
-605.4%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -1.4% |
| 7D | -2.4% | -1.1% | -1.3% | -1.2% |
| 30D | -26.8% | -2.7% | -24.1% | -24.6% |
| 3M | -20.6% | +2.5% | -23.1% | -22.6% |
| 6M | -47.5% | +9.2% | -56.7% | -51.9% |
| YTD | -38.5% | +9.8% | -48.3% | -43.8% |
| 1Y | -31.0% | +12.4% | -43.4% | -38.3% |
| 3Y | +216.5% | +55.9% | +160.6% | +102.4% |
| 5Y | +105.7% | +63.9% | +41.7% | +26.4% |
| 10Y | +615.0% | +249.1% | +365.9% | +124.4% |
| All | +10.4% | +615.8% | -605.4% | -81.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling