+318.6%
KGC vs LDOS
+32.3%
+286.3%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.3% | +5.3% | +3.2% |
| 7D | +10.5% | -7.2% | +17.7% | +11.3% |
| 30D | -4.1% | +16.8% | -20.9% | -5.7% |
| 3M | -13.1% | -1.6% | -11.5% | -13.1% |
| 6M | -27.5% | -1.0% | -26.6% | -27.8% |
| YTD | -20.7% | -25.8% | +5.1% | -18.0% |
| 1Y | -6.1% | -31.1% | +25.0% | -1.7% |
| 3Y | +318.6% | +32.8% | +285.8% | +305.1% |
| All | +318.6% | +32.3% | +286.3% | +305.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling