+222.8%
LDOS vs KIM
+63.0%
+159.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -1.9% |
| 7D | -3.5% | -0.7% | -2.8% | -3.3% |
| 30D | +9.5% | +13.4% | -3.9% | +5.9% |
| 3M | -6.3% | +6.5% | -12.8% | -7.9% |
| 6M | +2.8% | +10.6% | -7.8% | -0.1% |
| YTD | -26.6% | +29.9% | -56.6% | -31.9% |
| 1Y | -31.3% | +29.6% | -60.8% | -36.2% |
| 3Y | +30.9% | +64.1% | -33.1% | +12.7% |
| 5Y | +49.4% | +35.3% | +14.1% | +33.3% |
| All | +222.8% | +63.0% | +159.8% | +137.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 10y: compounded portfolio wealth divided by compounded KIM 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…
10y analysis · Full analysis span regression · 6 months rolling