+216.5%
KTOS vs VSXY
+352.7%
-136.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.1% | -3.7% | -0.9% |
| 7D | -2.4% | +0.1% | -2.5% | -2.4% |
| 30D | -26.8% | -18.7% | -8.2% | -25.6% |
| 3M | -20.6% | -4.0% | -16.6% | -20.6% |
| 6M | -47.5% | +67.5% | -115.0% | -50.7% |
| YTD | -38.5% | +39.7% | -78.1% | -41.4% |
| 1Y | -31.0% | +180.0% | -211.0% | -37.5% |
| 3Y | +216.5% | +337.3% | -120.7% | +157.0% |
| All | +216.5% | +352.7% | -136.2% | +157.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling