+216.5%
KTOS vs EQNR
+72.8%
+143.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.5% |
| 7D | -2.4% | +6.4% | -8.8% | -3.2% |
| 30D | -26.8% | +10.4% | -37.2% | -27.9% |
| 3M | -20.6% | +23.1% | -43.7% | -23.3% |
| 6M | -47.5% | +36.3% | -83.8% | -51.5% |
| YTD | -38.5% | +96.0% | -134.5% | -48.9% |
| 1Y | -31.0% | +94.2% | -125.2% | -42.7% |
| 3Y | +216.5% | +75.3% | +141.3% | +171.5% |
| All | +216.5% | +72.8% | +143.7% | +171.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling