-24.8%
KTOS vs ENB
+7.5%
-32.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.9% |
| 7D | -8.0% | -0.2% | -7.8% | -8.1% |
| 30D | -13.6% | -2.2% | -11.4% | -14.3% |
| 3M | -24.6% | -10.5% | -14.1% | -26.8% |
| 6M | -46.3% | -5.1% | -41.3% | -46.9% |
| YTD | -37.0% | +9.0% | -46.0% | -36.1% |
| 1Y | -24.8% | +8.2% | -33.0% | -20.1% |
| All | -24.8% | +7.5% | -32.3% | -20.1% |
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