-56.9%
KTOS vs ENB
+8.2%
-65.0%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -1.4% | -5.8% | -7.5% |
| 7D | -23.4% | -2.4% | -21.0% | -23.9% |
| 30D | -23.6% | +3.4% | -27.0% | -22.8% |
| 3M | -39.7% | -6.1% | -33.6% | -41.1% |
| 6M | -43.7% | -10.0% | -33.7% | -45.6% |
| YTD | -56.0% | +4.7% | -60.7% | -56.3% |
| 1Y | -56.9% | +7.5% | -64.4% | -58.1% |
| All | -56.9% | +8.2% | -65.0% | -58.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 ENB 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