-44.0%
KHC vs LDOS
+448.1%
-492.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.8% | -2.4% |
| 7D | -3.3% | -5.4% | +2.1% | -2.0% |
| 30D | -3.4% | +4.9% | -8.3% | -4.7% |
| 3M | +12.6% | +7.2% | +5.4% | +10.2% |
| 6M | +7.0% | -24.2% | +31.3% | +14.0% |
| YTD | +6.1% | -25.8% | +31.9% | +12.9% |
| 1Y | -3.1% | -24.7% | +21.6% | +2.5% |
| 3Y | -11.3% | +39.3% | -50.6% | -23.2% |
| 5Y | -12.1% | +43.3% | -55.4% | -25.8% |
| 10Y | -56.4% | +278.6% | -335.0% | -71.2% |
| All | -44.0% | +448.1% | -492.2% | -67.8% |
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