+103.1%
KRE vs LDOS
+262.7%
-159.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.3% | -0.6% | +0.7% |
| 7D | -0.4% | -5.8% | +5.4% | +2.2% |
| 30D | +6.4% | +11.6% | -5.1% | +1.2% |
| 3M | -3.1% | -1.0% | -2.1% | -3.3% |
| 6M | +6.4% | +5.1% | +1.3% | +2.4% |
| YTD | +15.3% | -24.0% | +39.4% | +27.2% |
| 1Y | +23.3% | -30.3% | +53.5% | +41.9% |
| 3Y | +93.6% | +37.0% | +56.7% | +49.6% |
| 5Y | +13.2% | +53.4% | -40.1% | -20.1% |
| 10Y | +103.1% | +252.0% | -148.8% | -0.5% |
| All | +103.1% | +262.7% | -159.6% | -0.5% |
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 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