+97.5%
KTOS vs VXX
-95.6%
+193.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.3% | +3.7% | -1.5% |
| 7D | -2.4% | +2.0% | -4.3% | -1.9% |
| 30D | -26.8% | -7.1% | -19.7% | -27.9% |
| 3M | -20.6% | -28.6% | +8.1% | -25.5% |
| 6M | -47.5% | -44.0% | -3.5% | -52.3% |
| YTD | -38.5% | -31.7% | -6.8% | -41.5% |
| 1Y | -31.0% | -46.3% | +15.3% | -36.5% |
| 3Y | +216.5% | -78.3% | +294.8% | +179.0% |
| All | +97.5% | -95.6% | +193.1% | +34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VXX.
Daily Out/Under-Performance
Portfolio return minus VXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXX 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 5y: compounded portfolio wealth divided by compounded VXX 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…
5y analysis · Full analysis span regression · 6 months rolling