+176.4%
KTOS vs AMDL
+115.6%
+60.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.7% | +7.2% | +1.3% |
| 7D | -2.3% | +20.7% | -23.0% | -4.8% |
| 30D | -26.3% | +9.4% | -35.7% | -27.4% |
| 3M | -14.3% | +5.6% | -19.9% | -17.7% |
| 6M | -47.2% | +340.3% | -387.5% | -59.3% |
| YTD | -38.1% | +253.6% | -291.7% | -51.8% |
| 1Y | -28.4% | +443.4% | -471.8% | -48.2% |
| All | +176.4% | +115.6% | +60.8% | +98.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling