+3.5%
LDOS vs KRMN
+33.3%
-29.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.9% | +0.7% |
| 7D | -5.4% | -12.3% | +6.9% | -3.5% |
| 30D | +4.9% | -27.5% | +32.4% | +10.1% |
| 3M | +7.2% | -26.5% | +33.7% | +11.7% |
| 6M | -24.2% | -59.6% | +35.3% | -14.4% |
| YTD | -25.8% | -45.4% | +19.6% | -20.0% |
| 1Y | -24.7% | -25.1% | +0.4% | -21.5% |
| All | +3.5% | +33.3% | -29.8% | -1.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling