+17.0%
KDP vs LDOS
+49.1%
-32.2%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.5% |
| 7D | +2.2% | -7.2% | +9.4% | +3.0% |
| 30D | +19.9% | +16.8% | +3.1% | +18.4% |
| 3M | +21.5% | -1.6% | +23.1% | +21.6% |
| 6M | +30.1% | -1.0% | +31.1% | +30.1% |
| YTD | +34.9% | -25.8% | +60.7% | +38.2% |
| 1Y | +43.4% | -31.1% | +74.5% | +48.2% |
| 3Y | +29.1% | +32.8% | -3.7% | +17.2% |
| All | +17.0% | +49.1% | -32.2% | +6.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling