-56.9%
KTOS vs VSXY
+199.6%
-256.5%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -2.4% | -4.7% | -6.9% |
| 7D | -23.4% | +7.2% | -30.6% | -24.1% |
| 30D | -23.6% | +24.9% | -48.5% | -25.6% |
| 3M | -39.7% | +18.3% | -58.0% | -41.1% |
| 6M | -43.7% | +109.4% | -153.1% | -51.2% |
| YTD | -56.0% | +96.3% | -152.3% | -61.3% |
| 1Y | -56.9% | +184.0% | -240.9% | -62.9% |
| All | -56.9% | +199.6% | -256.5% | -62.9% |
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