+1,228.4%
AMGN vs KTOS
-68.9%
+1,297.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.4% |
| 3M | +7.2% | -20.6% | +27.8% | +8.9% |
| 6M | +1.3% | -47.5% | +48.8% | +5.9% |
| YTD | +17.6% | -38.5% | +56.1% | +20.2% |
| 1Y | +37.2% | -31.0% | +68.2% | +37.8% |
| 3Y | +57.7% | +216.5% | -158.8% | +35.4% |
| 5Y | +106.3% | +105.7% | +0.6% | +80.6% |
| 10Y | +205.3% | +615.0% | -409.7% | +128.7% |
| All | +1,228.4% | -68.9% | +1,297.2% | +985.7% |
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