+195.5%
AMGN vs KTOS
+613.9%
-418.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.3% |
| 7D | -13.7% | -2.4% | -11.3% | -13.5% |
| 30D | -8.8% | -26.8% | +18.0% | -6.7% |
| 3M | +7.2% | -20.6% | +27.8% | +8.7% |
| 6M | +1.3% | -47.5% | +48.8% | +5.5% |
| YTD | +17.6% | -38.5% | +56.1% | +19.6% |
| 1Y | +37.2% | -31.0% | +68.2% | +36.7% |
| 3Y | +57.7% | +216.5% | -158.8% | +30.4% |
| 5Y | +106.3% | +105.7% | +0.6% | +75.5% |
| All | +195.5% | +613.9% | -418.4% | +112.3% |
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