+251.0%
KMB vs LDOS
+508.5%
-257.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.7% | +3.4% | +4.0% |
| 7D | +0.4% | -2.8% | +3.2% | +0.9% |
| 30D | +14.0% | +13.6% | +0.4% | +11.3% |
| 3M | -1.3% | +4.2% | -5.5% | -2.4% |
| 6M | +16.7% | -8.2% | +24.9% | +17.9% |
| YTD | +12.0% | -24.1% | +36.1% | +16.7% |
| 1Y | +13.6% | -31.2% | +44.9% | +20.7% |
| 3Y | +3.1% | +35.0% | -31.9% | -6.4% |
| 5Y | +0.8% | +52.6% | -51.9% | -12.1% |
| 10Y | +38.4% | +261.9% | -223.5% | -1.8% |
| All | +251.0% | +508.5% | -257.4% | +112.4% |
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