+1,095.2%
AMT vs KTOS
-68.9%
+1,164.1%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.6% | +3.4% | +2.9% |
| 7D | +1.1% | -2.4% | +3.5% | +1.5% |
| 30D | +4.4% | -26.8% | +31.2% | +9.1% |
| 3M | -5.2% | -20.6% | +15.4% | -2.7% |
| 6M | -0.8% | -47.5% | +46.7% | +7.1% |
| YTD | +3.3% | -38.5% | +41.8% | +7.4% |
| 1Y | -6.0% | -31.0% | +25.0% | -5.0% |
| 3Y | +9.6% | +216.5% | -206.9% | -15.9% |
| 5Y | -29.2% | +105.7% | -134.9% | -43.7% |
| 10Y | +108.2% | +615.0% | -506.8% | +24.4% |
| All | +1,095.2% | -68.9% | +1,164.1% | +782.9% |
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