-41.5%
KORU vs LDOS
+248.5%
-290.0%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -2.3% | +8.1% | +7.1% |
| 7D | -35.0% | -7.2% | -27.8% | -32.6% |
| 30D | -65.5% | +16.8% | -82.4% | -69.2% |
| 3M | -58.9% | -1.6% | -57.3% | -59.9% |
| 6M | -83.5% | -1.0% | -82.6% | -84.5% |
| YTD | -23.9% | -25.8% | +1.9% | -14.8% |
| 1Y | -12.4% | -31.1% | +18.7% | +3.5% |
| 3Y | +82.1% | +32.8% | +49.3% | +13.1% |
| 5Y | -42.6% | +49.4% | -92.0% | -69.8% |
| All | -41.5% | +248.5% | -290.0% | -66.4% |
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