+216.5%
KTOS vs ACM
-22.9%
+239.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -1.1% |
| 7D | -2.4% | -4.6% | +2.2% | -0.1% |
| 30D | -26.8% | +4.1% | -30.9% | -28.7% |
| 3M | -20.6% | -8.3% | -12.3% | -18.6% |
| 6M | -47.5% | -30.1% | -17.4% | -36.6% |
| YTD | -38.5% | -32.6% | -5.9% | -24.8% |
| 1Y | -31.0% | -49.6% | +18.6% | +0.9% |
| 3Y | +216.5% | -23.0% | +239.6% | +261.1% |
| All | +216.5% | -22.9% | +239.4% | +261.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling