-60.1%
KTOS vs ACM
-46.6%
-13.6%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +2.9% | -15.2% | -12.9% |
| 7D | -12.7% | +9.5% | -22.2% | -14.7% |
| 30D | -14.4% | +14.7% | -29.1% | -17.4% |
| 3M | -30.7% | -9.5% | -21.2% | -28.6% |
| 6M | -41.9% | -18.0% | -23.9% | -37.2% |
| YTD | -52.6% | -27.3% | -25.4% | -46.2% |
| 1Y | -60.1% | -47.0% | -13.1% | -54.0% |
| All | -60.1% | -46.6% | -13.6% | -54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 1y: compounded portfolio wealth divided by compounded ACM 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…
1y analysis · Full analysis span regression · 6 months rolling