-31.0%
KTOS vs ENB
+2.1%
-33.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.3% | -1.0% |
| 7D | -2.4% | -4.7% | +2.3% | -4.0% |
| 30D | -26.8% | -5.9% | -21.0% | -28.4% |
| 3M | -20.6% | -14.2% | -6.3% | -24.3% |
| 6M | -47.5% | -8.6% | -38.9% | -48.8% |
| YTD | -38.5% | +3.9% | -42.4% | -38.6% |
| 1Y | -31.0% | +1.8% | -32.8% | -28.4% |
| All | -31.0% | +2.1% | -33.1% | -28.4% |
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