-92.5%
KTOS vs VSH
+197.4%
-289.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +6.1% | -6.8% | -2.9% |
| 7D | -2.4% | +4.8% | -7.1% | -4.2% |
| 30D | -26.8% | -0.7% | -26.1% | -26.9% |
| 3M | -20.6% | -43.1% | +22.5% | -5.5% |
| 6M | -47.5% | +91.8% | -139.3% | -62.1% |
| YTD | -38.5% | +131.6% | -170.1% | -59.1% |
| 1Y | -31.0% | +118.1% | -149.1% | -53.1% |
| 3Y | +216.5% | +40.9% | +175.6% | +138.5% |
| 5Y | +105.7% | +75.8% | +29.9% | +40.1% |
| 10Y | +615.0% | +193.8% | +421.2% | +280.3% |
| All | -92.5% | +197.4% | -289.9% | -97.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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