+48.6%
ENTG vs KTOS
+216.1%
-167.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.6% | +2.8% | +2.3% |
| 7D | +1.2% | -2.4% | +3.5% | +1.7% |
| 30D | -12.9% | -26.8% | +14.0% | -6.1% |
| 3M | -3.1% | -20.6% | +17.5% | +1.6% |
| 6M | +21.0% | -47.5% | +68.5% | +37.9% |
| YTD | +67.0% | -38.5% | +105.5% | +77.9% |
| 1Y | +68.6% | -31.0% | +99.6% | +72.2% |
| 3Y | +48.6% | +216.5% | -167.9% | -2.2% |
| All | +48.6% | +216.1% | -167.5% | -2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KTOS.
Daily Out/Under-Performance
Portfolio return minus KTOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KTOS 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 3y: compounded portfolio wealth divided by compounded KTOS 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…
3y analysis · Full analysis span regression · 6 months rolling