+73.4%
KTOS vs VSXY
+37.5%
+35.9%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.1% | -3.7% | -1.0% |
| 7D | -2.4% | +0.1% | -2.5% | -2.4% |
| 30D | -26.8% | -18.7% | -8.2% | -25.3% |
| 3M | -20.6% | -4.0% | -16.6% | -20.6% |
| 6M | -47.5% | +67.5% | -115.0% | -51.5% |
| YTD | -38.5% | +39.7% | -78.1% | -42.1% |
| 1Y | -31.0% | +180.0% | -211.0% | -40.2% |
| 3Y | +216.5% | +337.3% | -120.7% | +142.4% |
| 5Y | +105.7% | +22.7% | +83.0% | +76.5% |
| All | +73.4% | +37.5% | +35.9% | +47.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling