+606.4%
KTOS vs AMCR
+14.6%
+591.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | 0.0% |
| 7D | -2.4% | -6.3% | +3.9% | +0.1% |
| 30D | -26.8% | -7.8% | -19.0% | -24.6% |
| 3M | -20.6% | +7.5% | -28.1% | -23.2% |
| 6M | -47.5% | +2.7% | -50.2% | -48.4% |
| YTD | -38.5% | +6.0% | -44.5% | -41.0% |
| 1Y | -31.0% | +7.8% | -38.8% | -34.5% |
| 3Y | +216.5% | +5.8% | +210.8% | +193.6% |
| 5Y | +105.7% | -11.6% | +117.3% | +106.7% |
| All | +606.4% | +14.6% | +591.7% | +481.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling