+11.8%
KRE vs LDOS
+52.3%
-40.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | +0.5% |
| 7D | -1.6% | -1.3% | -0.3% | -1.2% |
| 30D | +4.9% | +10.1% | -5.2% | +1.9% |
| 3M | -4.5% | -4.7% | +0.2% | -3.5% |
| 6M | +7.7% | +5.6% | +2.1% | +5.0% |
| YTD | +14.5% | -25.1% | +39.6% | +23.8% |
| 1Y | +21.5% | -31.7% | +53.2% | +36.0% |
| 3Y | +91.2% | +33.7% | +57.5% | +56.4% |
| 5Y | +11.8% | +54.4% | -42.6% | -13.6% |
| All | +11.8% | +52.3% | -40.5% | -13.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling