+404.6%
VIAV vs KTOS
+613.9%
-209.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.6% | +4.2% | +3.7% |
| 7D | +11.2% | -2.4% | +13.5% | +11.7% |
| 30D | -10.1% | -26.8% | +16.7% | -4.1% |
| 3M | -22.9% | -20.6% | -2.3% | -19.6% |
| 6M | +28.8% | -47.5% | +76.3% | +44.2% |
| YTD | +117.5% | -38.5% | +155.9% | +129.5% |
| 1Y | +216.1% | -31.0% | +247.1% | +219.5% |
| 3Y | +292.2% | +216.5% | +75.7% | +161.0% |
| 5Y | +141.0% | +105.7% | +35.3% | +70.5% |
| All | +404.6% | +613.9% | -209.4% | +160.0% |
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