+800.0%
VGT vs KTOS
+613.9%
+186.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.3% |
| 7D | -0.2% | -2.4% | +2.2% | +0.3% |
| 30D | -0.4% | -26.8% | +26.4% | +5.7% |
| 3M | +4.4% | -20.6% | +25.0% | +8.4% |
| 6M | +32.1% | -47.5% | +79.6% | +47.0% |
| YTD | +28.8% | -38.5% | +67.3% | +36.0% |
| 1Y | +35.3% | -31.0% | +66.3% | +37.8% |
| 3Y | +124.8% | +216.5% | -91.8% | +58.1% |
| 5Y | +137.9% | +105.7% | +32.2% | +75.8% |
| All | +800.0% | +613.9% | +186.0% | +458.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling