+85.6%
VUG vs KTOS
+216.1%
-130.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.0% |
| 7D | -0.5% | -2.4% | +1.9% | -0.2% |
| 30D | -1.0% | -26.8% | +25.9% | +2.8% |
| 3M | +3.5% | -20.6% | +24.1% | +5.9% |
| 6M | +14.2% | -47.5% | +61.7% | +22.0% |
| YTD | +8.5% | -38.5% | +47.0% | +11.7% |
| 1Y | +12.9% | -31.0% | +43.9% | +12.9% |
| 3Y | +85.6% | +216.5% | -130.9% | +43.5% |
| All | +85.6% | +216.1% | -130.5% | +43.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling