+606.4%
KTOS vs AME
+445.1%
+161.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.3% | -3.9% | -3.1% |
| 7D | -2.4% | +1.7% | -4.1% | -3.7% |
| 30D | -26.8% | -6.4% | -20.4% | -23.2% |
| 3M | -20.6% | +7.1% | -27.7% | -24.8% |
| 6M | -47.5% | +8.2% | -55.7% | -50.8% |
| YTD | -38.5% | +18.2% | -56.7% | -46.4% |
| 1Y | -31.0% | +26.7% | -57.8% | -43.2% |
| 3Y | +216.5% | +60.7% | +155.8% | +110.9% |
| 5Y | +105.7% | +91.6% | +14.1% | +17.7% |
| All | +606.4% | +445.1% | +161.3% | +87.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling