-20.6%
KTOS vs VMC
-7.5%
-13.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.7% |
| 7D | -2.4% | -3.8% | +1.4% | -2.2% |
| 30D | -26.8% | -9.7% | -17.2% | -26.7% |
| 3M | -20.6% | -9.6% | -10.9% | -20.9% |
| All | -20.6% | -7.5% | -13.1% | -20.9% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling