-56.9%
KTOS vs VMC
-1.0%
-55.8%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -4.1% | -3.1% | -5.6% |
| 7D | -23.4% | +1.9% | -25.3% | -24.1% |
| 30D | -23.6% | +14.7% | -38.3% | -28.1% |
| 3M | -39.7% | -0.3% | -39.4% | -39.9% |
| 6M | -43.7% | -1.7% | -42.0% | -44.2% |
| YTD | -56.0% | +0.7% | -56.7% | -60.8% |
| 1Y | -56.9% | +0.9% | -57.8% | -61.7% |
| All | -56.9% | -1.0% | -55.8% | -61.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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