+3,602.1%
AEM vs KTOS
-68.9%
+3,671.0%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +1.9% |
| 7D | -2.1% | -2.4% | +0.2% | -2.1% |
| 30D | +8.4% | -26.8% | +35.3% | +9.5% |
| 3M | +27.3% | -20.6% | +47.9% | +28.1% |
| 6M | -9.7% | -47.5% | +37.8% | -8.2% |
| YTD | +19.0% | -38.5% | +57.4% | +20.3% |
| 1Y | +31.5% | -31.0% | +62.5% | +32.5% |
| 3Y | +338.7% | +216.5% | +122.2% | +326.4% |
| 5Y | +307.4% | +105.7% | +201.7% | +296.8% |
| 10Y | +370.9% | +615.0% | -244.1% | +350.7% |
| All | +3,602.1% | -68.9% | +3,671.0% | +3,173.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling