+133.7%
KTOS vs VT
+368.8%
-235.1%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.4% | -2.4% |
| 7D | -2.2% | -0.1% | -2.0% | -2.0% |
| 30D | -25.1% | -0.7% | -24.4% | -24.6% |
| 3M | -16.8% | +4.0% | -20.8% | -19.5% |
| 6M | -49.5% | +12.3% | -61.7% | -54.0% |
| YTD | -38.4% | +14.0% | -52.5% | -44.6% |
| 1Y | -27.6% | +20.3% | -47.9% | -37.7% |
| 3Y | +218.0% | +75.4% | +142.5% | +97.7% |
| 5Y | +100.1% | +66.0% | +34.1% | +32.2% |
| 10Y | +615.8% | +228.2% | +387.6% | +192.0% |
| All | +133.7% | +368.8% | -235.1% | -29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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