-92.5%
KTOS vs VTRS
+138.4%
-230.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.8% |
| 7D | -2.4% | -2.2% | -0.2% | -1.9% |
| 30D | -26.8% | +3.3% | -30.2% | -27.4% |
| 3M | -20.6% | +2.0% | -22.6% | -21.1% |
| 6M | -47.5% | +19.9% | -67.4% | -49.6% |
| YTD | -38.5% | +35.7% | -74.2% | -42.7% |
| 1Y | -31.0% | +68.1% | -99.1% | -38.7% |
| 3Y | +216.5% | +87.1% | +129.5% | +168.6% |
| 5Y | +105.7% | +47.6% | +58.0% | +79.3% |
| 10Y | +615.0% | -48.2% | +663.2% | +623.6% |
| All | -92.5% | +138.4% | -230.8% | -93.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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