+22.2%
LQD vs KGC
+698.0%
-675.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.1% |
| 7D | -1.1% | -5.6% | +4.5% | -0.8% |
| 30D | -1.3% | +6.1% | -7.4% | -1.6% |
| 3M | -3.2% | +17.3% | -20.5% | -4.0% |
| 6M | -2.1% | -10.3% | +8.2% | -2.0% |
| YTD | -2.4% | +3.9% | -6.2% | -3.0% |
| 1Y | -2.7% | +25.7% | -28.4% | -4.4% |
| 3Y | +14.2% | +526.0% | -511.8% | +2.9% |
| 5Y | -5.8% | +455.5% | -461.3% | -15.5% |
| All | +22.2% | +698.0% | -675.8% | +6.1% |
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