-14.8%
KHC vs LDOS
+49.1%
-64.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.3% | -0.5% | -2.4% |
| 7D | +1.1% | -7.2% | +8.3% | +2.3% |
| 30D | +12.0% | +16.8% | -4.9% | +9.4% |
| 3M | +0.2% | -1.6% | +1.8% | +0.3% |
| 6M | +10.3% | -1.0% | +11.3% | +10.1% |
| YTD | +6.7% | -25.8% | +32.5% | +10.7% |
| 1Y | +10.9% | -31.1% | +41.9% | +16.4% |
| 3Y | -12.6% | +32.8% | -45.4% | -21.3% |
| All | -14.8% | +49.1% | -64.0% | -24.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling