-92.5%
KTOS vs VMC
+769.8%
-862.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -1.0% |
| 7D | -2.4% | -3.8% | +1.4% | -0.9% |
| 30D | -26.8% | -9.7% | -17.2% | -23.9% |
| 3M | -20.6% | -9.6% | -10.9% | -17.9% |
| 6M | -47.5% | -4.8% | -42.7% | -46.9% |
| YTD | -38.5% | -10.9% | -27.6% | -36.3% |
| 1Y | -31.0% | -15.6% | -15.4% | -26.8% |
| 3Y | +216.5% | +19.3% | +197.2% | +191.4% |
| 5Y | +105.7% | +48.0% | +57.7% | +74.6% |
| 10Y | +615.0% | +155.4% | +459.6% | +379.3% |
| All | -92.5% | +769.8% | -862.3% | -96.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling