+26.0%
LQD vs KEY
+107.2%
-81.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | +0.1% |
| 7D | -0.5% | -0.5% | 0.0% | -0.5% |
| 30D | +1.7% | +6.7% | -5.0% | +1.6% |
| 3M | -0.7% | -4.6% | +3.9% | -0.6% |
| 6M | -2.2% | +2.6% | -4.8% | -2.3% |
| YTD | -1.9% | +7.0% | -8.9% | -2.1% |
| 1Y | -2.0% | +23.5% | -25.5% | -2.6% |
| 3Y | +16.5% | +126.4% | -109.9% | +13.9% |
| 5Y | -4.2% | +13.0% | -17.2% | -5.5% |
| 10Y | +26.0% | +99.5% | -73.5% | +23.6% |
| All | +26.0% | +107.2% | -81.3% | +23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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