+4.5%
LDOS vs KRMN
+49.0%
-44.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.8% | -4.2% | -2.6% |
| 7D | -1.3% | +30.8% | -32.1% | -4.8% |
| 30D | +10.1% | +40.2% | -30.1% | +4.5% |
| 3M | -4.7% | -27.8% | +23.2% | -0.2% |
| 6M | +5.6% | -24.0% | +29.6% | +8.5% |
| YTD | -25.1% | -38.9% | +13.8% | -20.9% |
| 1Y | -31.7% | -35.6% | +3.9% | -28.5% |
| All | +4.5% | +49.0% | -44.5% | -3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KRMN.
Daily Out/Under-Performance
Portfolio return minus KRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRMN 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 KRMN 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