+606.4%
KTOS vs VRSK
+126.1%
+480.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.7% |
| 7D | -2.4% | -5.2% | +2.8% | 0.0% |
| 30D | -26.8% | -2.3% | -24.5% | -26.4% |
| 3M | -20.6% | -2.9% | -17.6% | -21.3% |
| 6M | -47.5% | -12.8% | -34.7% | -45.5% |
| YTD | -38.5% | -20.8% | -17.7% | -33.3% |
| 1Y | -31.0% | -33.2% | +2.2% | -17.9% |
| 3Y | +216.5% | -26.6% | +243.1% | +241.5% |
| 5Y | +105.7% | -11.3% | +117.0% | +89.4% |
| All | +606.4% | +126.1% | +480.3% | +254.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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