-24.8%
KTOS vs AMDL
+384.9%
-409.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +9.2% | -9.8% | -1.7% |
| 7D | -8.0% | +4.5% | -12.6% | -8.6% |
| 30D | -13.6% | -4.4% | -9.2% | -13.3% |
| 3M | -24.6% | -30.5% | +5.9% | -24.0% |
| 6M | -46.3% | +300.9% | -347.2% | -59.0% |
| YTD | -37.0% | +219.9% | -256.9% | -51.1% |
| 1Y | -24.8% | +374.7% | -399.5% | -41.0% |
| All | -24.8% | +384.9% | -409.7% | -41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 AMDL 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