-31.0%
KTOS vs AMDL
+476.7%
-507.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.9% | -5.5% | -1.2% |
| 7D | -2.4% | +15.9% | -18.3% | -4.4% |
| 30D | -26.8% | +10.5% | -37.3% | -28.1% |
| 3M | -20.6% | -4.7% | -15.8% | -23.0% |
| 6M | -47.5% | +355.2% | -402.7% | -61.1% |
| YTD | -38.5% | +270.9% | -309.4% | -53.8% |
| 1Y | -31.0% | +499.5% | -530.5% | -48.8% |
| All | -31.0% | +476.7% | -507.7% | -48.8% |
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