+47.6%
LDOS vs KIM
+34.6%
+13.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | -1.6% | +0.1% | -1.7% | -1.6% |
| 30D | +8.2% | +14.1% | -5.9% | +4.5% |
| 3M | -8.2% | +6.0% | -14.2% | -9.6% |
| 6M | +5.8% | +13.2% | -7.4% | +2.2% |
| YTD | -27.0% | +30.4% | -57.4% | -32.5% |
| 1Y | -31.0% | +31.0% | -62.0% | -36.3% |
| 3Y | +29.3% | +67.6% | -38.3% | +9.4% |
| All | +47.6% | +34.6% | +13.0% | +28.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling