+185.6%
LQD vs KEY
+91.2%
+94.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.9% |
| 7D | -1.5% | +1.8% | -3.3% | -1.6% |
| 30D | +0.9% | +7.1% | -6.3% | +0.8% |
| 3M | -1.7% | -5.9% | +4.2% | -1.6% |
| 6M | -2.8% | +2.2% | -5.0% | -2.8% |
| YTD | -2.8% | +6.4% | -9.2% | -2.9% |
| 1Y | -2.8% | +24.8% | -27.6% | -3.1% |
| 3Y | +15.5% | +125.2% | -109.8% | +14.1% |
| 5Y | -4.9% | +13.0% | -17.9% | -5.6% |
| 10Y | +24.9% | +98.5% | -73.6% | +22.7% |
| All | +185.6% | +91.2% | +94.4% | +179.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling