+37.6%
KR vs LDOS
+42.3%
-4.7%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | +0.1% |
| 7D | +1.5% | -5.4% | +6.9% | +2.0% |
| 30D | +4.1% | +4.9% | -0.8% | +3.5% |
| 3M | -5.2% | +7.2% | -12.4% | -6.2% |
| 6M | -12.8% | -24.2% | +11.5% | -11.5% |
| YTD | -4.6% | -25.8% | +21.2% | -3.3% |
| 1Y | -11.7% | -24.7% | +13.0% | -10.7% |
| All | +37.6% | +42.3% | -4.7% | +24.5% |
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