-32.3%
KTOS vs VNQ
+386.3%
-418.6%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.9% |
| 7D | -2.4% | -1.3% | -1.1% | -1.8% |
| 30D | -26.8% | -2.6% | -24.3% | -26.0% |
| 3M | -20.6% | -2.0% | -18.5% | -20.2% |
| 6M | -47.5% | +4.3% | -51.8% | -48.6% |
| YTD | -38.5% | +9.2% | -47.7% | -40.9% |
| 1Y | -31.0% | +5.6% | -36.6% | -32.8% |
| 3Y | +216.5% | +30.8% | +185.7% | +180.5% |
| 5Y | +105.7% | +8.0% | +97.7% | +98.9% |
| 10Y | +615.0% | +63.7% | +551.3% | +499.2% |
| All | -32.3% | +386.3% | -418.6% | -62.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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