+97.5%
KTOS vs AMP
+122.1%
-24.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.4% | -1.0% |
| 7D | -2.4% | -0.5% | -1.8% | -2.1% |
| 30D | -26.8% | -1.3% | -25.5% | -26.3% |
| 3M | -20.6% | +24.2% | -44.8% | -29.4% |
| 6M | -47.5% | +24.6% | -72.1% | -53.4% |
| YTD | -38.5% | +14.8% | -53.3% | -43.2% |
| 1Y | -31.0% | +12.8% | -43.8% | -35.8% |
| 3Y | +216.5% | +69.0% | +147.6% | +133.3% |
| All | +97.5% | +122.1% | -24.6% | +19.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling