-41.3%
KEEL vs LDOS
+43.9%
-85.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.5% | +3.1% | +3.4% |
| 7D | +7.8% | -5.4% | +13.2% | +9.7% |
| 30D | -11.7% | +4.9% | -16.6% | -13.9% |
| 3M | -41.5% | +7.2% | -48.7% | -43.7% |
| 6M | +54.9% | -24.2% | +79.2% | +74.0% |
| YTD | +47.7% | -25.8% | +73.5% | +67.4% |
| 1Y | +177.6% | -24.7% | +202.3% | +213.9% |
| 3Y | +164.9% | +39.3% | +125.6% | +150.4% |
| All | -41.3% | +43.9% | -85.2% | -49.8% |
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