-29.5%
LDOS vs KIM
+31.2%
-60.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.1% |
| 7D | +1.9% | +2.8% | -0.9% | +1.6% |
| 30D | +12.8% | +15.9% | -3.1% | +11.8% |
| 3M | -1.0% | +7.8% | -8.8% | -2.1% |
| 6M | +6.2% | +11.9% | -5.7% | +5.4% |
| YTD | -23.2% | +31.0% | -54.3% | -25.6% |
| 1Y | -29.5% | +32.3% | -61.8% | -32.1% |
| All | -29.5% | +31.2% | -60.7% | -32.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling