+52.9%
LDOS vs KIM
+31.2%
+21.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.3% |
| 7D | -3.7% | +5.0% | -8.6% | -4.9% |
| 30D | +16.4% | +15.8% | +0.6% | +12.1% |
| 3M | +7.4% | +4.3% | +3.1% | +6.1% |
| 6M | -0.3% | +11.4% | -11.7% | -3.3% |
| YTD | -24.0% | +30.8% | -54.8% | -29.7% |
| 1Y | -29.6% | +31.4% | -61.0% | -34.9% |
| 3Y | +35.1% | +57.7% | -22.5% | +17.0% |
| 5Y | +52.9% | +31.7% | +21.2% | +34.5% |
| All | +52.9% | +31.2% | +21.7% | +34.5% |
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