+756.0%
KTOS vs AMBA
+925.3%
-169.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +8.4% | -11.4% | -4.8% |
| 7D | -2.2% | +2.5% | -4.6% | -2.9% |
| 30D | -25.1% | -16.1% | -9.0% | -22.3% |
| 3M | -16.8% | +4.6% | -21.5% | -19.1% |
| 6M | -49.5% | +29.2% | -78.6% | -53.6% |
| YTD | -38.4% | -2.9% | -35.5% | -40.3% |
| 1Y | -27.6% | -18.7% | -8.9% | -28.0% |
| 3Y | +218.0% | +14.9% | +203.1% | +176.1% |
| 5Y | +100.1% | -53.0% | +153.1% | +94.9% |
| 10Y | +615.8% | +8.3% | +607.4% | +436.0% |
| All | +756.0% | +925.3% | -169.3% | +439.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling