-5.2%
LQD vs KDP
+3.6%
-8.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.3% | -0.1% |
| 7D | 0.0% | -1.6% | +1.5% | +0.1% |
| 30D | -0.2% | +9.5% | -9.7% | -0.8% |
| 3M | -1.7% | +2.6% | -4.3% | -1.9% |
| 6M | -2.7% | +15.6% | -18.3% | -3.7% |
| YTD | -1.4% | +17.3% | -18.8% | -2.6% |
| 1Y | -1.0% | +20.1% | -21.1% | -2.5% |
| 3Y | +15.1% | +4.9% | +10.2% | +14.0% |
| 5Y | -5.2% | +5.0% | -10.2% | -4.5% |
| All | -5.2% | +3.6% | -8.8% | -4.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling