+247.9%
KDP vs LDOS
+226.9%
+21.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.7% |
| 7D | -0.8% | -1.6% | +0.8% | -0.5% |
| 30D | +9.7% | +8.2% | +1.5% | +8.3% |
| 3M | +17.6% | -8.2% | +25.8% | +19.3% |
| 6M | +25.8% | +5.8% | +19.9% | +24.0% |
| YTD | +33.9% | -27.0% | +60.8% | +40.4% |
| 1Y | +38.9% | -31.0% | +69.9% | +47.3% |
| 3Y | +26.8% | +29.3% | -2.5% | +14.1% |
| 5Y | +16.3% | +48.7% | -32.4% | -0.3% |
| All | +247.9% | +226.9% | +21.0% | +157.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 LDOS 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