-56.9%
KTOS vs AMP
+14.3%
-71.1%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -3.4% | -3.7% | -5.4% |
| 7D | -23.4% | +2.3% | -25.7% | -24.5% |
| 30D | -23.6% | +2.6% | -26.2% | -24.8% |
| 3M | -39.7% | -9.2% | -30.4% | -36.2% |
| 6M | -43.7% | +7.6% | -51.3% | -46.8% |
| YTD | -56.0% | +4.9% | -60.9% | -58.4% |
| 1Y | -56.9% | +12.4% | -69.3% | -62.5% |
| All | -56.9% | +14.3% | -71.1% | -62.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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