+97.4%
VCIT vs KTOS
+345.1%
-247.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.0% | +2.8% | -0.2% |
| 7D | -0.2% | -2.2% | +2.0% | -0.2% |
| 30D | -0.5% | -25.1% | +24.6% | -0.2% |
| 3M | -0.9% | -16.8% | +15.9% | -0.8% |
| 6M | -1.9% | -49.5% | +47.5% | -1.4% |
| YTD | -1.0% | -38.4% | +37.5% | -0.7% |
| 1Y | +0.2% | -27.6% | +27.8% | +0.3% |
| 3Y | +19.0% | +218.0% | -199.0% | +17.0% |
| 5Y | +3.1% | +100.1% | -97.0% | +1.2% |
| 10Y | +29.8% | +615.8% | -586.0% | +28.3% |
| All | +97.4% | +345.1% | -247.7% | +94.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KTOS.
Daily Out/Under-Performance
Portfolio return minus KTOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KTOS 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 KTOS 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