-14.8%
KMB vs LDOS
-24.0%
+9.3%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.5% | -3.3% | -2.8% |
| 7D | -4.2% | -5.4% | +1.2% | -4.1% |
| 30D | -6.6% | +4.9% | -11.5% | -6.7% |
| 3M | +12.6% | +7.2% | +5.4% | +11.4% |
| 6M | +2.9% | -24.2% | +27.1% | -0.5% |
| YTD | +6.8% | -25.8% | +32.6% | +2.6% |
| 1Y | -14.8% | -24.7% | +9.9% | -21.9% |
| All | -14.8% | -24.0% | +9.3% | -21.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling