+342.1%
KNX vs LDOS
+508.8%
-166.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.3% | +2.9% | +4.4% |
| 7D | -0.3% | -5.8% | +5.5% | +1.5% |
| 30D | -4.7% | +11.6% | -16.3% | -8.3% |
| 3M | -12.0% | -1.0% | -11.0% | -12.2% |
| 6M | -3.5% | +5.1% | -8.6% | -6.2% |
| YTD | +18.6% | -24.0% | +42.6% | +27.2% |
| 1Y | +34.3% | -30.3% | +64.6% | +48.4% |
| 3Y | +28.8% | +37.0% | -8.2% | +9.5% |
| 5Y | +9.6% | +53.4% | -43.8% | -12.3% |
| 10Y | +106.0% | +252.0% | -146.0% | +14.6% |
| All | +342.1% | +508.8% | -166.7% | +83.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling