-33.9%
KWEB vs LDOS
-27.6%
-6.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.7% | +3.8% | +4.4% |
| 7D | +5.8% | -2.8% | +8.6% | +6.0% |
| 30D | -1.0% | +13.6% | -14.6% | -2.0% |
| 3M | -15.8% | +4.2% | -20.0% | -16.1% |
| 6M | -14.9% | -8.2% | -6.7% | -14.8% |
| YTD | -28.6% | -24.1% | -4.5% | -28.4% |
| 1Y | -33.9% | -31.2% | -2.7% | -33.0% |
| All | -33.9% | -27.6% | -6.3% | -33.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling