+97.5%
KTOS vs VMC
+47.0%
+50.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -1.1% |
| 7D | -2.4% | -3.8% | +1.4% | -0.1% |
| 30D | -26.8% | -9.7% | -17.2% | -22.2% |
| 3M | -20.6% | -9.6% | -10.9% | -16.7% |
| 6M | -47.5% | -4.8% | -42.7% | -47.0% |
| YTD | -38.5% | -10.9% | -27.6% | -35.6% |
| 1Y | -31.0% | -15.6% | -15.4% | -24.9% |
| 3Y | +216.5% | +19.3% | +197.2% | +167.4% |
| All | +97.5% | +47.0% | +50.5% | +41.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling