+433.3%
KLAC vs LQD
-6.0%
+439.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | -2.7% | -1.1% | -1.6% | -1.3% |
| 30D | -13.2% | -1.3% | -11.9% | -11.8% |
| 3M | -25.0% | -3.2% | -21.8% | -22.0% |
| 6M | +23.6% | -2.1% | +25.7% | +27.6% |
| YTD | +49.2% | -2.4% | +51.6% | +54.5% |
| 1Y | +89.3% | -2.7% | +92.0% | +96.8% |
| 3Y | +274.4% | +14.2% | +260.2% | +227.0% |
| All | +433.3% | -6.0% | +439.3% | +451.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LQD.
Daily Out/Under-Performance
Portfolio return minus LQD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LQD 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 LQD 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