+485.3%
KORU vs LDOS
+39.7%
+445.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | +0.5% | +12.9% | +13.4% |
| 7D | +13.0% | -5.4% | +18.4% | +12.9% |
| 30D | +27.3% | +4.9% | +22.4% | +27.1% |
| 3M | -55.3% | +7.2% | -62.5% | -54.5% |
| 6M | +11.6% | -24.2% | +35.9% | +21.5% |
| YTD | +158.5% | -25.8% | +184.3% | +179.0% |
| 1Y | +482.2% | -24.7% | +506.9% | +521.1% |
| All | +485.3% | +39.7% | +445.6% | +458.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling