-24.9%
KTOS vs EQNR
+89.0%
-113.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.1% | -2.3% | +0.9% |
| 7D | -2.3% | -1.9% | -0.4% | -2.4% |
| 30D | -20.7% | +12.6% | -33.3% | -20.4% |
| 3M | -16.5% | +16.5% | -33.0% | -16.3% |
| 6M | -44.6% | +31.8% | -76.4% | -47.1% |
| YTD | -36.5% | +89.8% | -126.3% | -45.2% |
| 1Y | -24.9% | +87.6% | -112.4% | -33.6% |
| All | -24.9% | +89.0% | -113.8% | -33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EQNR.
Daily Out/Under-Performance
Portfolio return minus EQNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQNR 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 EQNR 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