+216.5%
KTOS vs AMCR
+6.5%
+210.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.3% |
| 7D | -2.4% | -6.3% | +3.9% | -1.0% |
| 30D | -26.8% | -7.8% | -19.0% | -25.6% |
| 3M | -20.6% | +7.5% | -28.1% | -21.9% |
| 6M | -47.5% | +2.7% | -50.2% | -48.3% |
| YTD | -38.5% | +6.0% | -44.5% | -40.1% |
| 1Y | -31.0% | +7.8% | -38.8% | -33.0% |
| 3Y | +216.5% | +5.8% | +210.8% | +206.7% |
| All | +216.5% | +6.5% | +210.1% | +206.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling