+97.5%
KTOS vs AMBA
-54.5%
+152.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -2.4% | +7.9% | -10.3% | -4.2% |
| 30D | -26.8% | -18.8% | -8.1% | -23.4% |
| 3M | -20.6% | +3.1% | -23.7% | -22.6% |
| 6M | -47.5% | +25.7% | -73.2% | -51.9% |
| YTD | -38.5% | -4.2% | -34.3% | -40.4% |
| 1Y | -31.0% | -18.4% | -12.6% | -31.6% |
| 3Y | +216.5% | +13.4% | +203.1% | +169.9% |
| All | +97.5% | -54.5% | +152.0% | +84.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 5y: compounded portfolio wealth divided by compounded AMBA 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…
5y analysis · Full analysis span regression · 6 months rolling