+278.5%
KGC vs LDOS
+52.0%
+226.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | 0.0% | -3.7% | +3.6% | +0.4% |
| 30D | -9.3% | +16.4% | -25.7% | -11.0% |
| 3M | -15.9% | +7.4% | -23.3% | -16.8% |
| 6M | -24.9% | -0.3% | -24.5% | -25.2% |
| YTD | -23.0% | -24.0% | +1.0% | -20.6% |
| 1Y | -9.9% | -29.6% | +19.6% | -6.1% |
| 3Y | +301.2% | +35.1% | +266.1% | +274.4% |
| 5Y | +278.5% | +52.9% | +225.6% | +245.3% |
| All | +278.5% | +52.0% | +226.6% | +245.3% |
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