+174.6%
KTOS vs AMDL
+126.1%
+48.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.9% | -5.5% | -1.2% |
| 7D | -2.4% | +15.9% | -18.3% | -4.3% |
| 30D | -26.8% | +10.5% | -37.3% | -28.0% |
| 3M | -20.6% | -4.7% | -15.8% | -22.6% |
| 6M | -47.5% | +355.2% | -402.7% | -59.7% |
| YTD | -38.5% | +270.9% | -309.4% | -52.4% |
| 1Y | -31.0% | +499.5% | -530.5% | -50.6% |
| All | +174.6% | +126.1% | +48.6% | +95.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling