-47.5%
KTOS vs VRSN
+23.3%
-70.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -2.0% | -0.3% |
| 7D | -2.4% | +0.2% | -2.6% | -2.3% |
| 30D | -26.8% | +3.8% | -30.6% | -26.1% |
| 3M | -20.6% | +5.0% | -25.6% | -19.3% |
| 6M | -47.5% | +24.9% | -72.4% | -56.6% |
| All | -47.5% | +23.3% | -70.8% | -56.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSN.
Daily Out/Under-Performance
Portfolio return minus VRSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSN 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 6mo: compounded portfolio wealth divided by compounded VRSN 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…
6mo analysis · Full analysis span regression · 6 months rolling