+924.9%
VLO vs KTOS
+613.9%
+311.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.4% |
| 7D | +5.3% | -2.4% | +7.7% | +5.8% |
| 30D | +18.2% | -26.8% | +45.1% | +25.0% |
| 3M | +53.3% | -20.6% | +73.9% | +58.5% |
| 6M | +70.4% | -47.5% | +117.9% | +88.0% |
| YTD | +143.4% | -38.5% | +181.9% | +154.9% |
| 1Y | +153.0% | -31.0% | +184.0% | +154.6% |
| 3Y | +195.0% | +216.5% | -21.6% | +99.3% |
| 5Y | +618.8% | +105.7% | +513.1% | +416.3% |
| All | +924.9% | +613.9% | +311.0% | +469.9% |
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