-27.8%
KORU vs LDOS
+254.8%
-282.7%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +1.1% | -7.3% | -6.9% |
| 7D | -34.5% | +1.9% | -36.4% | -35.3% |
| 30D | -59.6% | +12.8% | -72.4% | -63.0% |
| 3M | -56.1% | -1.0% | -55.0% | -57.2% |
| 6M | -84.7% | +6.2% | -90.9% | -86.2% |
| YTD | -20.6% | -23.2% | +2.6% | -12.7% |
| 1Y | -13.9% | -29.5% | +15.6% | +1.0% |
| 3Y | +114.9% | +37.1% | +77.8% | +30.0% |
| 5Y | -36.0% | +55.6% | -91.6% | -67.6% |
| 10Y | -27.8% | +249.4% | -277.3% | -71.2% |
| All | -27.8% | +254.8% | -282.7% | -71.2% |
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 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