-54.3%
KHC vs LDOS
+248.5%
-302.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.3% | -0.5% | -2.2% |
| 7D | +1.1% | -7.2% | +8.3% | +3.0% |
| 30D | +12.0% | +16.8% | -4.9% | +7.7% |
| 3M | +0.2% | -1.6% | +1.8% | +0.4% |
| 6M | +10.3% | -1.0% | +11.3% | +9.9% |
| YTD | +6.7% | -25.8% | +32.5% | +13.5% |
| 1Y | +10.9% | -31.1% | +41.9% | +20.1% |
| 3Y | -12.6% | +32.8% | -45.4% | -23.7% |
| 5Y | -16.3% | +49.4% | -65.7% | -30.8% |
| All | -54.3% | +248.5% | -302.8% | -61.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling