+15.2%
LQD vs KEY
+127.6%
-112.5%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.3% |
| 7D | -1.6% | +2.9% | -4.6% | -1.8% |
| 30D | +0.5% | +8.4% | -7.9% | +0.1% |
| 3M | -2.3% | -5.8% | +3.4% | -2.1% |
| 6M | -3.1% | +5.4% | -8.5% | -3.4% |
| YTD | -3.0% | +7.1% | -10.0% | -3.4% |
| 1Y | -2.6% | +26.8% | -29.4% | -3.8% |
| 3Y | +15.2% | +128.7% | -113.5% | +7.5% |
| All | +15.2% | +127.6% | -112.5% | +7.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling