+1,232.7%
VST vs KTOS
+600.7%
+632.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.0% | +2.6% | +0.3% |
| 7D | +5.3% | -2.2% | +7.5% | +5.8% |
| 30D | +5.8% | -25.1% | +30.9% | +12.7% |
| 3M | +3.5% | -16.8% | +20.3% | +6.6% |
| 6M | -7.4% | -49.5% | +42.1% | +5.9% |
| YTD | -6.1% | -38.4% | +32.3% | +0.6% |
| 1Y | -21.6% | -27.6% | +6.0% | -20.4% |
| 3Y | +357.2% | +218.0% | +139.2% | +226.8% |
| 5Y | +777.0% | +100.1% | +677.0% | +560.9% |
| All | +1,232.7% | +600.7% | +632.0% | +757.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling