-34.9%
VST vs KTOS
-59.2%
+24.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | -12.3% | -1.6% | -11.4% |
| 7D | -15.7% | -12.7% | -3.1% | -13.3% |
| 30D | -17.0% | -14.4% | -2.6% | -14.3% |
| 3M | -15.9% | -30.7% | +14.8% | -10.5% |
| 6M | -25.0% | -41.9% | +16.9% | -18.3% |
| YTD | -25.1% | -52.6% | +27.5% | -16.6% |
| 1Y | -34.9% | -60.1% | +25.3% | -25.4% |
| All | -34.9% | -59.2% | +24.4% | -25.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling