+606.4%
KTOS vs VO
+200.3%
+406.1%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -1.6% |
| 7D | -2.4% | -1.5% | -0.8% | -0.5% |
| 30D | -26.8% | -3.0% | -23.8% | -23.9% |
| 3M | -20.6% | +2.8% | -23.4% | -23.2% |
| 6M | -47.5% | +10.9% | -58.4% | -53.3% |
| YTD | -38.5% | +12.5% | -50.9% | -46.0% |
| 1Y | -31.0% | +12.0% | -43.0% | -38.7% |
| 3Y | +216.5% | +56.3% | +160.3% | +90.0% |
| 5Y | +105.7% | +42.9% | +62.7% | +38.3% |
| All | +606.4% | +200.3% | +406.1% | +102.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 10y: compounded portfolio wealth divided by compounded VO 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…
10y analysis · Full analysis span regression · 6 months rolling