+9.6%
AMT vs KTOS
+216.1%
-206.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.6% | +3.4% | +2.8% |
| 7D | +1.1% | -2.4% | +3.5% | +1.2% |
| 30D | +4.4% | -26.8% | +31.2% | +5.1% |
| 3M | -5.2% | -20.6% | +15.4% | -4.6% |
| 6M | -0.8% | -47.5% | +46.7% | +0.6% |
| YTD | +3.3% | -38.5% | +41.8% | +4.1% |
| 1Y | -6.0% | -31.0% | +25.0% | -5.9% |
| 3Y | +9.6% | +216.5% | -206.9% | -6.3% |
| All | +9.6% | +216.1% | -206.5% | -6.3% |
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 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