+139.6%
KMI vs LDOS
+262.7%
-123.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.3% | -0.3% | +1.3% |
| 7D | -6.5% | -5.8% | -0.7% | -4.8% |
| 30D | -5.1% | +11.6% | -16.6% | -8.8% |
| 3M | 0.0% | -1.0% | +1.0% | -0.2% |
| 6M | -0.9% | +5.1% | -5.9% | -3.8% |
| YTD | +15.4% | -24.0% | +39.4% | +24.4% |
| 1Y | +19.5% | -30.3% | +49.8% | +33.0% |
| 3Y | +116.3% | +37.0% | +79.3% | +75.0% |
| 5Y | +136.6% | +53.4% | +83.2% | +77.5% |
| 10Y | +139.6% | +252.0% | -112.4% | +40.0% |
| All | +139.6% | +262.7% | -123.1% | +40.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling