+33.8%
VWO vs KTOS
+100.3%
-66.5%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.7% |
| 7D | -1.8% | -2.4% | +0.6% | -1.6% |
| 30D | -0.1% | -26.8% | +26.7% | +2.7% |
| 3M | +2.2% | -20.6% | +22.8% | +4.0% |
| 6M | +8.8% | -47.5% | +56.2% | +14.2% |
| YTD | +12.4% | -38.5% | +50.9% | +15.1% |
| 1Y | +15.6% | -31.0% | +46.6% | +16.3% |
| 3Y | +62.5% | +216.5% | -154.0% | +35.4% |
| All | +33.8% | +100.3% | -66.5% | +16.2% |
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 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