-60.1%
KTOS vs AME
+21.1%
-81.2%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -4.6% | -7.6% | -8.9% |
| 7D | -12.7% | -4.4% | -8.2% | -9.3% |
| 30D | -14.4% | -5.9% | -8.5% | -10.4% |
| 3M | -30.7% | -6.5% | -24.1% | -27.0% |
| 6M | -41.9% | +3.2% | -45.1% | -42.5% |
| YTD | -52.6% | +16.0% | -68.6% | -59.5% |
| 1Y | -60.1% | +20.4% | -80.6% | -67.5% |
| All | -60.1% | +21.1% | -81.2% | -67.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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