-49.9%
KHC vs LDOS
+226.9%
-276.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.7% |
| 7D | +2.0% | -1.6% | +3.7% | +2.4% |
| 30D | +10.6% | +8.2% | +2.4% | +8.4% |
| 3M | +0.5% | -8.2% | +8.7% | +2.4% |
| 6M | +12.1% | +5.8% | +6.2% | +9.7% |
| YTD | +8.9% | -27.0% | +35.9% | +16.3% |
| 1Y | +7.5% | -31.0% | +38.5% | +16.5% |
| 3Y | -10.7% | +29.3% | -40.0% | -21.7% |
| 5Y | -13.2% | +48.7% | -61.9% | -28.5% |
| All | -49.9% | +226.9% | -276.8% | -63.5% |
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