+44.2%
KGC vs LDOS
-24.0%
+68.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.8% | -2.3% |
| 7D | -1.3% | -5.4% | +4.1% | -1.1% |
| 30D | +20.3% | +4.9% | +15.4% | +19.9% |
| 3M | +8.1% | +7.2% | +0.9% | +7.0% |
| 6M | -8.8% | -24.2% | +15.5% | -6.8% |
| YTD | +10.1% | -25.8% | +35.9% | +11.1% |
| 1Y | +44.2% | -24.7% | +68.9% | +44.4% |
| All | +44.2% | -24.0% | +68.3% | +44.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling