+189.9%
LQD vs KGC
+660.8%
-470.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.1% |
| 7D | +0.2% | +2.4% | -2.2% | +0.2% |
| 30D | -0.6% | +9.2% | -9.8% | -0.8% |
| 3M | -1.2% | +16.7% | -18.0% | -1.7% |
| 6M | -1.9% | -7.0% | +5.1% | -1.9% |
| YTD | -1.3% | +7.5% | -8.8% | -1.7% |
| 1Y | -1.0% | +34.4% | -35.4% | -2.1% |
| 3Y | +15.2% | +552.0% | -536.7% | +9.1% |
| 5Y | -4.4% | +454.5% | -458.9% | -9.6% |
| 10Y | +22.6% | +658.7% | -636.1% | +14.1% |
| All | +189.9% | +660.8% | -470.9% | +161.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling