+160.2%
KNX vs LDOS
+265.7%
-105.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.4% |
| 7D | -5.6% | -3.1% | -2.4% | -4.7% |
| 30D | -4.4% | -8.2% | +3.8% | -2.2% |
| 3M | -17.3% | +5.9% | -23.3% | -19.1% |
| 6M | +22.6% | -25.2% | +47.9% | +32.6% |
| YTD | +31.1% | -28.1% | +59.3% | +42.5% |
| 1Y | +60.2% | -29.7% | +89.9% | +75.0% |
| 3Y | +35.8% | +39.0% | -3.3% | +16.3% |
| 5Y | +38.9% | +41.3% | -2.4% | +16.2% |
| All | +160.2% | +265.7% | -105.4% | +65.9% |
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