+117.6%
KMI vs LDOS
+37.8%
+79.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.1% | +0.9% | +1.9% |
| 7D | -5.1% | +1.9% | -7.0% | -5.3% |
| 30D | -3.1% | +12.8% | -15.9% | -4.5% |
| 3M | +0.2% | -1.0% | +1.3% | +0.2% |
| 6M | +1.1% | +6.2% | -5.1% | +0.3% |
| YTD | +17.7% | -23.2% | +41.0% | +21.1% |
| 1Y | +19.6% | -29.5% | +49.1% | +24.6% |
| 3Y | +117.6% | +37.1% | +80.5% | +94.3% |
| All | +117.6% | +37.8% | +79.8% | +94.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling