+41.8%
KNX vs LDOS
+38.1%
+3.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.9% | -2.0% | -2.7% |
| 7D | +2.3% | -4.2% | +6.5% | +3.2% |
| 30D | +0.5% | -7.9% | +8.3% | +2.0% |
| 3M | -14.1% | +4.1% | -18.2% | -15.0% |
| 6M | +19.8% | -28.2% | +48.0% | +28.3% |
| YTD | +32.7% | -28.5% | +61.3% | +41.7% |
| 1Y | +62.3% | -27.7% | +90.0% | +72.7% |
| 3Y | +36.8% | +38.4% | -1.6% | +22.1% |
| 5Y | +41.8% | +38.0% | +3.8% | +25.9% |
| All | +41.8% | +38.1% | +3.7% | +25.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling