-35.7%
VG vs KTOS
+35.8%
-71.5%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -3.0% | +6.8% | +4.4% |
| 7D | +3.8% | -2.2% | +6.0% | +4.2% |
| 30D | +7.2% | -25.1% | +32.3% | +13.0% |
| 3M | +22.8% | -16.8% | +39.6% | +25.8% |
| 6M | +33.2% | -49.5% | +82.7% | +53.5% |
| YTD | +124.8% | -38.4% | +163.2% | +129.8% |
| 1Y | +15.8% | -27.6% | +43.4% | +9.8% |
| All | -35.7% | +35.8% | -71.5% | -64.7% |
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