-42.1%
KHC vs LDOS
+461.3%
-503.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | +5.9% | -3.7% | +9.6% | +6.9% |
| 30D | +14.9% | +16.4% | -1.5% | +10.7% |
| 3M | 0.0% | +7.4% | -7.4% | -2.1% |
| 6M | +16.2% | -0.3% | +16.5% | +15.6% |
| YTD | +9.8% | -24.0% | +33.8% | +16.0% |
| 1Y | +12.1% | -29.6% | +41.6% | +20.7% |
| 3Y | -10.1% | +35.1% | -45.2% | -21.3% |
| 5Y | -13.9% | +52.9% | -66.8% | -28.6% |
| 10Y | -51.9% | +262.2% | -314.1% | -67.9% |
| All | -42.1% | +461.3% | -503.4% | -67.0% |
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 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