+414.3%
VUG vs KTOS
+613.9%
-199.6%
-35.6%
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 | -0.5% | -2.4% | +1.9% | -0.1% |
| 30D | -1.0% | -26.8% | +25.9% | +4.4% |
| 3M | +3.5% | -20.6% | +24.1% | +7.0% |
| 6M | +14.2% | -47.5% | +61.7% | +25.6% |
| YTD | +8.5% | -38.5% | +47.0% | +13.8% |
| 1Y | +12.9% | -31.0% | +43.9% | +14.3% |
| 3Y | +85.6% | +216.5% | -130.9% | +34.0% |
| 5Y | +78.1% | +105.7% | -27.6% | +34.3% |
| All | +414.3% | +613.9% | -199.6% | +229.9% |
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