+498.1%
LDOS vs KIM
+35.9%
+462.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | -5.4% | +0.4% | -5.8% | -5.5% |
| 30D | +4.9% | -4.0% | +8.9% | +5.7% |
| 3M | +7.2% | +0.5% | +6.6% | +7.0% |
| 6M | -24.2% | +3.6% | -27.9% | -24.9% |
| YTD | -25.8% | +20.4% | -46.2% | -28.6% |
| 1Y | -24.7% | +9.7% | -34.4% | -26.3% |
| 3Y | +39.3% | +46.0% | -6.7% | +28.0% |
| 5Y | +43.3% | +34.4% | +8.9% | +32.5% |
| 10Y | +278.6% | +29.3% | +249.3% | +230.9% |
| All | +498.1% | +35.9% | +462.2% | +388.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling