+97.5%
KTOS vs VYM
+77.5%
+20.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -1.6% |
| 7D | -2.4% | -0.8% | -1.6% | -1.3% |
| 30D | -26.8% | -2.2% | -24.6% | -24.4% |
| 3M | -20.6% | +3.1% | -23.6% | -23.7% |
| 6M | -47.5% | +9.7% | -57.2% | -53.4% |
| YTD | -38.5% | +14.9% | -53.4% | -48.4% |
| 1Y | -31.0% | +17.6% | -48.6% | -43.7% |
| 3Y | +216.5% | +65.3% | +151.2% | +66.5% |
| All | +97.5% | +77.5% | +20.0% | -5.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling