+114.2%
KTOS vs LDOS
+477.7%
-363.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.9% | +3.7% | +2.4% |
| 7D | -2.3% | -7.1% | +4.8% | +1.8% |
| 30D | -20.7% | -6.1% | -14.6% | -17.8% |
| 3M | -16.5% | +5.6% | -22.1% | -19.3% |
| 6M | -44.6% | -26.9% | -17.7% | -33.8% |
| YTD | -36.5% | -27.9% | -8.6% | -23.5% |
| 1Y | -24.9% | -26.8% | +1.9% | -9.7% |
| 3Y | +227.9% | +39.6% | +188.3% | +176.2% |
| 5Y | +103.6% | +39.4% | +64.3% | +69.8% |
| 10Y | +597.5% | +260.0% | +337.6% | +283.3% |
| All | +114.2% | +477.7% | -363.5% | -13.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling