+1,208.7%
VST vs KTOS
+600.0%
+608.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.0% |
| 7D | -0.6% | -2.4% | +1.7% | -0.1% |
| 30D | +1.2% | -26.8% | +28.0% | +8.4% |
| 3M | +1.5% | -20.6% | +22.1% | +5.7% |
| 6M | -6.5% | -47.5% | +41.0% | +6.0% |
| YTD | -7.8% | -38.5% | +30.7% | -1.2% |
| 1Y | -26.9% | -31.0% | +4.1% | -24.8% |
| 3Y | +353.9% | +216.5% | +137.3% | +224.7% |
| 5Y | +782.7% | +105.7% | +677.1% | +561.5% |
| All | +1,208.7% | +600.0% | +608.7% | +742.2% |
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