+148.2%
KMI vs LDOS
+248.5%
-100.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | 0.0% |
| 7D | -10.8% | -7.2% | -3.6% | -8.6% |
| 30D | -5.0% | +16.8% | -21.9% | -10.2% |
| 3M | -3.4% | -1.6% | -1.8% | -3.4% |
| 6M | -3.4% | -1.0% | -2.4% | -4.3% |
| YTD | +13.1% | -25.8% | +38.9% | +22.9% |
| 1Y | +19.0% | -31.1% | +50.1% | +33.0% |
| 3Y | +106.1% | +32.8% | +73.3% | +68.5% |
| 5Y | +130.1% | +49.4% | +80.7% | +74.1% |
| All | +148.2% | +248.5% | -100.3% | +37.9% |
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 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