+189.3%
KGC vs LDOS
+494.7%
-305.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.8% | -2.4% |
| 7D | -1.3% | -5.4% | +4.1% | -0.3% |
| 30D | +20.3% | +4.9% | +15.4% | +19.0% |
| 3M | +8.1% | +7.2% | +0.9% | +6.1% |
| 6M | -8.8% | -24.2% | +15.5% | -4.4% |
| YTD | +10.1% | -25.8% | +35.9% | +15.3% |
| 1Y | +44.2% | -24.7% | +68.9% | +50.4% |
| 3Y | +533.0% | +39.3% | +493.7% | +476.9% |
| 5Y | +443.0% | +43.3% | +399.7% | +386.1% |
| 10Y | +678.6% | +278.6% | +400.0% | +438.0% |
| All | +189.3% | +494.7% | -305.4% | +56.3% |
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 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