-99.8%
AMIX vs KTOS
+170.8%
-270.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.0% | +2.8% | +0.7% |
| 7D | +1.6% | -2.2% | +3.7% | +2.3% |
| 30D | -50.8% | -25.1% | -25.7% | -46.0% |
| 3M | -46.3% | -16.8% | -29.4% | -44.8% |
| 6M | -49.9% | -49.5% | -0.4% | -44.3% |
| YTD | -60.4% | -38.4% | -22.0% | -59.1% |
| 1Y | -81.7% | -27.6% | -54.1% | -82.1% |
| All | -99.8% | +170.8% | -270.6% | -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 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