+1,100.3%
KTOS vs VTEB
+25.5%
+1,074.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -1.0% |
| 7D | -2.4% | -0.9% | -1.4% | -1.3% |
| 30D | -26.8% | -2.5% | -24.3% | -24.7% |
| 3M | -20.6% | -3.0% | -17.6% | -17.7% |
| 6M | -47.5% | -2.1% | -45.4% | -46.1% |
| YTD | -38.5% | -1.5% | -37.0% | -37.3% |
| 1Y | -31.0% | +0.2% | -31.2% | -30.9% |
| 3Y | +216.5% | +8.6% | +208.0% | +188.0% |
| 5Y | +105.7% | +1.2% | +104.5% | +101.9% |
| 10Y | +615.0% | +18.1% | +596.9% | +757.3% |
| All | +1,100.3% | +25.5% | +1,074.8% | +1,832.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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