+236.6%
KTOS vs EQX
+232.0%
+4.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.3% | -0.9% |
| 7D | -2.4% | -3.2% | +0.8% | -1.9% |
| 30D | -26.8% | +7.8% | -34.6% | -28.0% |
| 3M | -20.6% | +21.3% | -41.9% | -23.4% |
| 6M | -47.5% | -22.4% | -25.1% | -46.0% |
| YTD | -38.5% | -11.3% | -27.2% | -38.1% |
| 1Y | -31.0% | +13.5% | -44.5% | -33.0% |
| 3Y | +216.5% | +162.1% | +54.4% | +168.3% |
| 5Y | +105.7% | +84.2% | +21.5% | +73.8% |
| All | +236.6% | +232.0% | +4.6% | +248.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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