+585.6%
KTOS vs AMC
-98.2%
+683.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.2% | -4.9% | -0.8% |
| 7D | -2.4% | -7.2% | +4.8% | -2.1% |
| 30D | -26.8% | -2.8% | -24.1% | -26.8% |
| 3M | -20.6% | +7.9% | -28.5% | -21.2% |
| 6M | -47.5% | +119.6% | -167.1% | -49.4% |
| YTD | -38.5% | +57.7% | -96.2% | -40.1% |
| 1Y | -31.0% | -12.1% | -18.9% | -31.5% |
| 3Y | +216.5% | -66.5% | +283.0% | +217.8% |
| 5Y | +105.7% | -99.5% | +205.2% | +124.8% |
| 10Y | +615.0% | -99.0% | +714.0% | +701.9% |
| All | +585.6% | -98.2% | +683.8% | +678.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling