+355.1%
AEM vs KTOS
+613.9%
-258.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +1.9% |
| 7D | -2.1% | -2.4% | +0.2% | -1.9% |
| 30D | +8.4% | -26.8% | +35.3% | +12.0% |
| 3M | +27.3% | -20.6% | +47.9% | +30.0% |
| 6M | -9.7% | -47.5% | +37.8% | -4.5% |
| YTD | +19.0% | -38.5% | +57.4% | +23.4% |
| 1Y | +31.5% | -31.0% | +62.5% | +34.6% |
| 3Y | +338.7% | +216.5% | +122.2% | +290.6% |
| 5Y | +307.4% | +105.7% | +201.7% | +264.9% |
| All | +355.1% | +613.9% | -258.8% | +287.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling