+33.0%
KRE vs LDOS
+43.9%
-10.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.4% |
| 7D | +1.3% | -5.4% | +6.7% | +2.9% |
| 30D | -2.7% | +4.9% | -7.6% | -4.4% |
| 3M | +8.2% | +7.2% | +1.0% | +5.3% |
| 6M | +12.8% | -24.2% | +37.1% | +22.8% |
| YTD | +17.5% | -25.8% | +43.3% | +27.8% |
| 1Y | +16.6% | -24.7% | +41.3% | +25.9% |
| 3Y | +79.5% | +39.3% | +40.2% | +44.4% |
| All | +33.0% | +43.9% | -10.9% | +4.1% |
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