-56.9%
KTOS vs AMCR
+22.8%
-79.7%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -5.5% | -1.7% | -6.0% |
| 7D | -23.4% | -2.7% | -20.7% | -23.0% |
| 30D | -23.6% | +9.7% | -33.4% | -25.4% |
| 3M | -39.7% | -2.6% | -37.0% | -39.4% |
| 6M | -43.7% | +25.6% | -69.3% | -47.0% |
| YTD | -56.0% | +14.9% | -70.9% | -59.3% |
| 1Y | -56.9% | +20.5% | -77.4% | -59.3% |
| All | -56.9% | +22.8% | -79.7% | -59.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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