+103.0%
LQD vs KDP
+1,132.0%
-1,029.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | 0.0% |
| 7D | -0.4% | +1.3% | -1.7% | -0.5% |
| 30D | -0.8% | +6.0% | -6.7% | -1.0% |
| 3M | -1.9% | +9.2% | -11.1% | -2.3% |
| 6M | -2.7% | +14.7% | -17.4% | -3.2% |
| YTD | -1.3% | +19.2% | -20.5% | -2.0% |
| 1Y | 0.0% | +15.2% | -15.2% | -0.7% |
| 3Y | +14.9% | +6.0% | +8.9% | +14.3% |
| 5Y | -4.6% | +5.4% | -10.0% | -5.1% |
| 10Y | +22.0% | +171.9% | -149.9% | +16.9% |
| All | +103.0% | +1,132.0% | -1,029.0% | +81.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling