+244.0%
EQIX vs KTOS
+613.9%
-370.0%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.0% | +1.4% |
| 7D | +0.2% | -2.4% | +2.5% | +0.5% |
| 30D | -2.5% | -26.8% | +24.4% | +1.2% |
| 3M | 0.0% | -20.6% | +20.5% | +2.2% |
| 6M | +7.6% | -47.5% | +55.1% | +15.0% |
| YTD | +37.5% | -38.5% | +76.0% | +41.8% |
| 1Y | +32.9% | -31.0% | +63.9% | +33.5% |
| 3Y | +42.8% | +216.5% | -173.8% | +11.2% |
| 5Y | +35.8% | +105.7% | -69.9% | +8.6% |
| All | +244.0% | +613.9% | -370.0% | +159.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KTOS.
Daily Out/Under-Performance
Portfolio return minus KTOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KTOS 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 10y: compounded portfolio wealth divided by compounded KTOS 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…
10y analysis · Full analysis span regression · 6 months rolling