+16.5%
LQD vs KDP
+34.8%
-18.4%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.7% | 0.0% |
| 7D | -0.5% | +4.0% | -4.5% | -0.7% |
| 30D | +1.7% | +16.8% | -15.1% | +1.1% |
| 3M | -0.7% | +32.0% | -32.7% | -1.8% |
| 6M | -2.2% | +35.2% | -37.4% | -3.4% |
| YTD | -1.9% | +40.9% | -42.8% | -3.2% |
| 1Y | -2.0% | +47.7% | -49.7% | -3.6% |
| All | +16.5% | +34.8% | -18.4% | +14.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling