-92.5%
KTOS vs ENB
+3,066.8%
-3,159.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.3% | -0.2% |
| 7D | -2.4% | -4.7% | +2.3% | -0.5% |
| 30D | -26.8% | -5.9% | -21.0% | -25.1% |
| 3M | -20.6% | -14.2% | -6.3% | -16.0% |
| 6M | -47.5% | -8.6% | -38.9% | -46.0% |
| YTD | -38.5% | +3.9% | -42.4% | -40.3% |
| 1Y | -31.0% | +1.8% | -32.8% | -32.5% |
| 3Y | +216.5% | +68.5% | +148.0% | +150.3% |
| 5Y | +105.7% | +62.4% | +43.3% | +65.7% |
| 10Y | +615.0% | +90.9% | +524.1% | +423.9% |
| All | -92.5% | +3,066.8% | -3,159.2% | -96.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling