+1,284.4%
KDP vs LDOS
+467.9%
+816.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.7% | +5.2% | +5.8% |
| 7D | +5.3% | -2.8% | +8.1% | +6.0% |
| 30D | +19.1% | +13.6% | +5.5% | +16.0% |
| 3M | +19.2% | +4.2% | +14.9% | +17.9% |
| 6M | +29.3% | -8.2% | +37.5% | +30.8% |
| YTD | +35.5% | -24.1% | +59.6% | +41.9% |
| 1Y | +43.5% | -31.2% | +74.7% | +53.4% |
| 3Y | +29.0% | +35.0% | -6.0% | +15.3% |
| 5Y | +16.2% | +52.6% | -36.4% | -0.6% |
| 10Y | +235.5% | +261.9% | -26.3% | +124.7% |
| All | +1,284.4% | +467.9% | +816.4% | +672.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling