-47.5%
KTOS vs AMP
+23.7%
-71.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.4% | -1.1% |
| 7D | -2.4% | -0.5% | -1.8% | -2.0% |
| 30D | -26.8% | -1.3% | -25.5% | -26.2% |
| 3M | -20.6% | +24.2% | -44.8% | -32.3% |
| 6M | -47.5% | +24.6% | -72.1% | -55.1% |
| All | -47.5% | +23.7% | -71.1% | -55.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling