-24.8%
KTOS vs AMRZ
-14.5%
-10.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.4% |
| 7D | -8.0% | -1.9% | -6.1% | -7.3% |
| 30D | -13.6% | -16.9% | +3.3% | -7.1% |
| 3M | -24.6% | -19.2% | -5.4% | -18.1% |
| 6M | -46.3% | -29.3% | -17.1% | -38.4% |
| YTD | -37.0% | -18.0% | -19.0% | -33.7% |
| 1Y | -24.8% | -15.1% | -9.7% | -23.0% |
| All | -24.8% | -14.5% | -10.3% | -23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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