-24.8%
KTOS vs AMC
-2.6%
-22.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.3% | -4.9% | -0.9% |
| 7D | -8.0% | +2.3% | -10.4% | -8.2% |
| 30D | -13.6% | -0.7% | -12.8% | -13.6% |
| 3M | -24.6% | +35.2% | -59.8% | -28.8% |
| 6M | -46.3% | +124.6% | -170.9% | -52.8% |
| YTD | -37.0% | +69.9% | -106.9% | -43.6% |
| 1Y | -24.8% | -2.6% | -22.2% | -27.2% |
| All | -24.8% | -2.6% | -22.2% | -27.2% |
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