-60.1%
KTOS vs AMC
+38.0%
-98.2%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +7.3% | -19.6% | -12.8% |
| 7D | -12.7% | +17.7% | -30.4% | -13.9% |
| 30D | -14.4% | +26.2% | -40.6% | -16.1% |
| 3M | -30.7% | +31.3% | -62.0% | -32.5% |
| 6M | -41.9% | +142.8% | -184.7% | -48.6% |
| YTD | -52.6% | +125.6% | -178.3% | -59.1% |
| 1Y | -60.1% | +40.2% | -100.4% | -63.0% |
| All | -60.1% | +38.0% | -98.2% | -63.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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