-16.2%
KORU vs LDOS
+228.4%
-244.6%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.1% | -2.8% | -3.7% |
| 7D | +24.3% | -3.5% | +27.8% | +26.6% |
| 30D | -44.8% | +9.5% | -54.4% | -48.7% |
| 3M | -60.0% | -6.3% | -53.7% | -59.9% |
| 6M | -78.7% | +2.8% | -81.5% | -80.5% |
| YTD | -10.6% | -26.6% | +16.1% | +0.8% |
| 1Y | -3.8% | -31.3% | +27.5% | +13.9% |
| 3Y | +142.0% | +30.9% | +111.0% | +49.8% |
| 5Y | -33.1% | +49.4% | -82.5% | -65.5% |
| All | -16.2% | +228.4% | -244.6% | -69.2% |
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