+1,058.3%
KEYS vs LDOS
+549.9%
+508.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.9% | +1.2% |
| 7D | +2.3% | -5.4% | +7.7% | +4.3% |
| 30D | -2.6% | +4.9% | -7.5% | -4.6% |
| 3M | -4.6% | +7.2% | -11.8% | -7.9% |
| 6M | +8.7% | -24.2% | +33.0% | +19.2% |
| YTD | +61.0% | -25.8% | +86.8% | +76.5% |
| 1Y | +96.0% | -24.7% | +120.7% | +113.4% |
| 3Y | +144.4% | +39.3% | +105.1% | +103.1% |
| 5Y | +80.5% | +43.3% | +37.2% | +45.2% |
| 10Y | +974.9% | +278.6% | +696.4% | +458.4% |
| All | +1,058.3% | +549.9% | +508.4% | +472.0% |
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