+775.1%
VST vs KTOS
+100.3%
+674.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.1% |
| 7D | -0.6% | -2.4% | +1.7% | 0.0% |
| 30D | +1.2% | -26.8% | +28.0% | +9.1% |
| 3M | +1.5% | -20.6% | +22.1% | +6.2% |
| 6M | -6.5% | -47.5% | +41.0% | +7.7% |
| YTD | -7.8% | -38.5% | +30.7% | -0.7% |
| 1Y | -26.9% | -31.0% | +4.1% | -25.3% |
| 3Y | +353.9% | +216.5% | +137.3% | +201.9% |
| All | +775.1% | +100.3% | +674.8% | +524.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling