-24.8%
KTOS vs VSXY
+224.6%
-249.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.6% | -3.2% | -0.9% |
| 7D | -8.0% | -14.0% | +6.0% | -6.4% |
| 30D | -13.6% | -15.9% | +2.3% | -11.9% |
| 3M | -24.6% | +3.4% | -28.0% | -25.5% |
| 6M | -46.3% | +25.9% | -72.3% | -50.4% |
| YTD | -37.0% | +39.5% | -76.5% | -42.1% |
| 1Y | -24.8% | +194.4% | -219.2% | -36.1% |
| All | -24.8% | +224.6% | -249.4% | -36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 1y: compounded portfolio wealth divided by compounded VSXY 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…
1y analysis · Full analysis span regression · 6 months rolling