-31.0%
KTOS vs VRSK
-32.3%
+1.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | -2.4% | -5.2% | +2.8% | -3.3% |
| 30D | -26.8% | -2.3% | -24.5% | -27.0% |
| 3M | -20.6% | -2.9% | -17.6% | -21.4% |
| 6M | -47.5% | -12.8% | -34.7% | -48.6% |
| YTD | -38.5% | -20.8% | -17.7% | -40.7% |
| 1Y | -31.0% | -33.2% | +2.2% | -35.1% |
| All | -31.0% | -32.3% | +1.3% | -35.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling