-38.0%
KWEB vs LDOS
+49.1%
-87.1%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.8% | +0.8% |
| 7D | +9.4% | -7.2% | +16.6% | +10.3% |
| 30D | +2.3% | +16.8% | -14.6% | +0.3% |
| 3M | -12.3% | -1.6% | -10.7% | -12.3% |
| 6M | -16.4% | -1.0% | -15.4% | -16.6% |
| YTD | -26.9% | -25.8% | -1.2% | -24.6% |
| 1Y | -33.2% | -31.1% | -2.1% | -30.4% |
| 3Y | +1.2% | +32.8% | -31.6% | -5.1% |
| All | -38.0% | +49.1% | -87.1% | -44.9% |
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