+25.2%
LQD vs KGC
+637.7%
-612.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.5% | -0.2% |
| 7D | -1.6% | -6.7% | +5.0% | -1.3% |
| 30D | +0.5% | -6.7% | +7.2% | +0.8% |
| 3M | -2.3% | -22.6% | +20.3% | -1.3% |
| 6M | -3.1% | -33.4% | +30.4% | -1.6% |
| YTD | -3.0% | -26.0% | +23.0% | -2.3% |
| 1Y | -2.6% | -18.3% | +15.7% | -2.4% |
| 3Y | +15.2% | +315.8% | -300.6% | +5.5% |
| 5Y | -5.2% | +225.7% | -230.9% | -13.2% |
| All | +25.2% | +637.7% | -612.5% | +9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KGC.
Daily Out/Under-Performance
Portfolio return minus KGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KGC 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 KGC 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