-3.4%
KMI vs LDOS
-1.7%
-1.7%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | -0.7% |
| 7D | -10.8% | -7.2% | -3.6% | -10.7% |
| 30D | -5.0% | +16.8% | -21.9% | -5.5% |
| 3M | -3.4% | -1.6% | -1.8% | -3.4% |
| 6M | -3.4% | -1.0% | -2.4% | -3.2% |
| All | -3.4% | -1.7% | -1.7% | -3.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling