-4.4%
LQD vs KEY
+39.4%
-43.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.1% |
| 7D | +0.2% | +2.7% | -2.5% | +0.1% |
| 30D | -0.6% | -3.2% | +2.6% | -0.5% |
| 3M | -1.2% | +1.0% | -2.2% | -1.3% |
| 6M | -1.9% | +11.9% | -13.8% | -2.4% |
| YTD | -1.3% | +8.7% | -10.0% | -1.6% |
| 1Y | -1.0% | +18.5% | -19.5% | -1.7% |
| 3Y | +15.2% | +124.0% | -108.7% | +11.3% |
| 5Y | -4.4% | +40.8% | -45.2% | -7.2% |
| All | -4.4% | +39.4% | -43.8% | -7.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling