+111.0%
KEEL vs LDOS
+80.9%
+30.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.1% | -3.6% | -2.8% |
| 7D | -12.8% | +1.9% | -14.7% | -13.2% |
| 30D | -37.4% | +12.8% | -50.2% | -39.5% |
| 3M | -43.8% | -1.0% | -42.8% | -44.3% |
| 6M | -51.9% | +6.2% | -58.1% | -53.4% |
| YTD | -18.7% | -23.2% | +4.5% | -13.1% |
| 1Y | -46.6% | -29.5% | -17.2% | -41.3% |
| 3Y | +59.2% | +37.1% | +22.1% | +51.8% |
| 5Y | -75.8% | +55.6% | -131.4% | -77.7% |
| All | +111.0% | +80.9% | +30.1% | +206.5% |
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