-4.2%
LQD vs KDP
+21.7%
-25.9%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.7% | 0.0% |
| 7D | -0.5% | +4.0% | -4.5% | -0.8% |
| 30D | +1.7% | +16.8% | -15.1% | +0.6% |
| 3M | -0.7% | +32.0% | -32.7% | -2.6% |
| 6M | -2.2% | +35.2% | -37.4% | -4.4% |
| YTD | -1.9% | +40.9% | -42.8% | -4.4% |
| 1Y | -2.0% | +47.7% | -49.7% | -4.9% |
| 3Y | +16.5% | +34.8% | -18.3% | +12.9% |
| 5Y | -4.2% | +22.6% | -26.8% | -4.4% |
| All | -4.2% | +21.7% | -25.9% | -4.4% |
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