+97.5%
KTOS vs ENPH
-77.1%
+174.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.5% |
| 7D | -2.4% | -0.1% | -2.3% | -2.4% |
| 30D | -26.8% | -10.8% | -16.0% | -25.9% |
| 3M | -20.6% | -33.8% | +13.3% | -17.2% |
| 6M | -47.5% | -16.1% | -31.4% | -47.1% |
| YTD | -38.5% | +13.4% | -51.9% | -41.0% |
| 1Y | -31.0% | -2.6% | -28.4% | -33.0% |
| 3Y | +216.5% | -70.3% | +286.8% | +250.8% |
| All | +97.5% | -77.1% | +174.6% | +104.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ENPH.
Daily Out/Under-Performance
Portfolio return minus ENPH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENPH 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 5y: compounded portfolio wealth divided by compounded ENPH 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…
5y analysis · Full analysis span regression · 6 months rolling