+633.2%
KO vs LQD
+187.1%
+446.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.6% |
| 7D | -1.1% | -1.1% | 0.0% | -0.8% |
| 30D | +1.6% | -1.1% | +2.7% | +1.9% |
| 3M | +5.8% | -2.3% | +8.1% | +6.5% |
| 6M | +14.3% | -2.9% | +17.2% | +15.3% |
| YTD | +27.3% | -2.3% | +29.6% | +28.2% |
| 1Y | +33.2% | -2.2% | +35.4% | +34.0% |
| 3Y | +64.5% | +14.0% | +50.5% | +57.8% |
| 5Y | +83.1% | -5.8% | +88.9% | +84.9% |
| 10Y | +183.9% | +22.2% | +161.7% | +171.0% |
| All | +633.2% | +187.1% | +446.1% | +558.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling