+102.3%
KGC vs LDOS
+509.1%
-406.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | 0.0% | -3.7% | +3.6% | +0.6% |
| 30D | -9.3% | +16.4% | -25.7% | -11.9% |
| 3M | -15.9% | +7.4% | -23.3% | -17.3% |
| 6M | -24.9% | -0.3% | -24.5% | -25.4% |
| YTD | -23.0% | -24.0% | +1.0% | -19.9% |
| 1Y | -9.9% | -29.6% | +19.6% | -4.9% |
| 3Y | +301.2% | +35.1% | +266.1% | +267.7% |
| 5Y | +278.5% | +52.9% | +225.6% | +234.2% |
| 10Y | +484.3% | +262.2% | +222.0% | +307.5% |
| All | +102.3% | +509.1% | -406.7% | +8.6% |
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