-50.3%
KVYO vs LDOS
+40.2%
-90.6%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | -0.9% | -8.2% | -8.8% |
| 7D | -15.7% | -4.2% | -11.5% | -14.6% |
| 30D | -9.0% | -7.9% | -1.1% | -6.4% |
| 3M | +10.1% | +4.1% | +6.0% | +8.4% |
| 6M | -20.6% | -28.2% | +7.6% | -12.8% |
| YTD | -49.9% | -28.5% | -21.4% | -45.0% |
| 1Y | -49.4% | -27.7% | -21.7% | -44.6% |
| All | -50.3% | +40.2% | -90.6% | -57.8% |
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