-4.9%
LQD vs KGC
+459.8%
-464.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.4% | -0.2% |
| 7D | 0.0% | -0.1% | +0.1% | 0.0% |
| 30D | -0.2% | +10.5% | -10.7% | -0.7% |
| 3M | -1.7% | +19.8% | -21.5% | -2.7% |
| 6M | -2.7% | -6.7% | +4.0% | -2.7% |
| YTD | -1.4% | +7.8% | -9.2% | -2.4% |
| 1Y | -1.0% | +35.7% | -36.7% | -3.4% |
| 3Y | +15.1% | +553.7% | -538.6% | +0.1% |
| All | -4.9% | +459.8% | -464.7% | -18.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling