+1,117.5%
KDP vs LDOS
+455.1%
+662.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.0% |
| 7D | +1.3% | -5.4% | +6.7% | +2.4% |
| 30D | +6.0% | +4.9% | +1.1% | +4.8% |
| 3M | +9.2% | +7.2% | +2.0% | +7.1% |
| 6M | +14.7% | -24.2% | +38.9% | +20.9% |
| YTD | +19.2% | -25.8% | +45.0% | +25.4% |
| 1Y | +15.2% | -24.7% | +39.9% | +20.5% |
| 3Y | +6.0% | +39.3% | -33.3% | -6.2% |
| 5Y | +5.4% | +43.3% | -37.9% | -8.6% |
| 10Y | +171.9% | +278.6% | -106.7% | +79.7% |
| All | +1,117.5% | +455.1% | +662.4% | +583.2% |
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