-24.8%
KTOS vs AMCR
+13.1%
-37.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | -8.0% | -1.9% | -6.2% | -7.7% |
| 30D | -13.6% | -4.1% | -9.5% | -12.8% |
| 3M | -24.6% | +21.7% | -46.2% | -27.7% |
| 6M | -46.3% | +1.5% | -47.8% | -50.0% |
| YTD | -37.0% | +13.1% | -50.1% | -40.0% |
| 1Y | -24.8% | +13.0% | -37.8% | -22.5% |
| All | -24.8% | +13.1% | -37.9% | -22.5% |
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