+105.5%
KEEL vs LDOS
+72.1%
+33.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.4% | -4.2% | -4.5% |
| 7D | -0.5% | -1.6% | +1.1% | -0.2% |
| 30D | -27.1% | +8.2% | -35.3% | -28.9% |
| 3M | -43.8% | -8.2% | -35.6% | -43.3% |
| 6M | -55.2% | +5.8% | -61.0% | -56.8% |
| YTD | -20.9% | -27.0% | +6.1% | -14.5% |
| 1Y | -28.5% | -31.0% | +2.5% | -21.2% |
| 3Y | +66.1% | +29.3% | +36.8% | +60.2% |
| 5Y | -78.3% | +48.7% | -127.0% | -79.8% |
| All | +105.5% | +72.1% | +33.5% | +201.4% |
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