+23.3%
LQD vs KEY
+167.1%
-143.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.2% |
| 7D | 0.0% | -0.3% | +0.3% | 0.0% |
| 30D | -0.2% | -3.3% | +3.1% | -0.1% |
| 3M | -1.7% | -0.7% | -1.0% | -1.7% |
| 6M | -2.7% | +12.5% | -15.2% | -3.0% |
| YTD | -1.4% | +8.4% | -9.8% | -1.6% |
| 1Y | -1.0% | +18.4% | -19.4% | -1.4% |
| 3Y | +15.1% | +123.3% | -108.3% | +12.7% |
| 5Y | -5.2% | +38.8% | -44.0% | -6.6% |
| 10Y | +23.3% | +169.3% | -146.0% | +22.0% |
| All | +23.3% | +167.1% | -143.8% | +22.0% |
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