+22.2%
LQD vs KDP
+173.3%
-151.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.8% |
| 7D | -1.1% | -4.3% | +3.2% | -0.9% |
| 30D | -1.1% | +7.8% | -8.9% | -1.4% |
| 3M | -2.3% | -0.1% | -2.3% | -2.4% |
| 6M | -2.9% | +14.0% | -16.9% | -3.4% |
| YTD | -2.3% | +15.1% | -17.4% | -2.9% |
| 1Y | -2.2% | +18.5% | -20.7% | -2.9% |
| 3Y | +14.0% | +2.9% | +11.1% | +13.6% |
| 5Y | -5.8% | +3.0% | -8.7% | -6.0% |
| All | +22.2% | +173.3% | -151.1% | +21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KDP.
Daily Out/Under-Performance
Portfolio return minus KDP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KDP 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 KDP 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