-99.8%
AMIX vs KTOS
+172.2%
-272.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.5% | -4.6% | -4.2% |
| 7D | -6.3% | -2.3% | -4.0% | -5.6% |
| 30D | -51.9% | -26.3% | -25.6% | -47.0% |
| 3M | -44.9% | -14.3% | -30.6% | -43.8% |
| 6M | -47.9% | -47.2% | -0.7% | -42.8% |
| YTD | -62.0% | -38.1% | -23.9% | -60.8% |
| 1Y | -82.0% | -28.4% | -53.5% | -82.3% |
| All | -99.8% | +172.2% | -272.0% | -99.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling