-52.4%
KHC vs LDOS
+254.8%
-307.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -1.0% |
| 7D | -1.1% | +1.9% | -3.0% | -1.6% |
| 30D | +8.8% | +12.8% | -3.9% | +5.6% |
| 3M | -1.2% | -1.0% | -0.2% | -1.2% |
| 6M | +4.6% | +6.2% | -1.5% | +2.4% |
| YTD | +5.1% | -23.2% | +28.4% | +10.9% |
| 1Y | +6.2% | -29.5% | +35.7% | +14.6% |
| 3Y | -12.9% | +37.1% | -50.0% | -24.7% |
| 5Y | -16.8% | +55.6% | -72.4% | -32.2% |
| 10Y | -52.4% | +249.4% | -301.9% | -64.6% |
| All | -52.4% | +254.8% | -307.3% | -64.6% |
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 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