-51.5%
KTOS vs VYM
+16.6%
-68.1%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.5% | +5.6% | +6.2% |
| 7D | -14.6% | -2.8% | -11.7% | -9.0% |
| 30D | -16.3% | +1.0% | -17.3% | -19.1% |
| 3M | -38.9% | -2.9% | -35.9% | -34.4% |
| 6M | -42.9% | +2.6% | -45.5% | -46.8% |
| YTD | -53.8% | +12.8% | -66.6% | -67.5% |
| 1Y | -51.5% | +16.8% | -68.3% | -69.3% |
| All | -51.5% | +16.6% | -68.1% | -69.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 1y: compounded portfolio wealth divided by compounded VYM 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…
1y analysis · Full analysis span regression · 6 months rolling