-33.5%
VG vs KTOS
+35.7%
-69.2%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.6% | +2.1% |
| 7D | +9.6% | -2.4% | +11.9% | +10.0% |
| 30D | +15.2% | -26.8% | +42.0% | +21.9% |
| 3M | +24.1% | -20.6% | +44.7% | +28.8% |
| 6M | +27.2% | -47.5% | +74.6% | +44.7% |
| YTD | +132.3% | -38.5% | +170.8% | +137.5% |
| 1Y | +15.7% | -31.0% | +46.7% | +11.7% |
| All | -33.5% | +35.7% | -69.2% | -63.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling