+32.7%
LQD vs KHC
-41.0%
+73.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.6% | -2.8% | -0.4% |
| 7D | -1.6% | +2.0% | -3.7% | -1.7% |
| 30D | +0.5% | +10.6% | -10.1% | 0.0% |
| 3M | -2.3% | +0.5% | -2.8% | -2.4% |
| 6M | -3.1% | +12.1% | -15.1% | -3.7% |
| YTD | -3.0% | +8.9% | -11.9% | -3.6% |
| 1Y | -2.6% | +7.5% | -10.0% | -3.1% |
| 3Y | +15.2% | -10.7% | +25.9% | +15.3% |
| 5Y | -5.2% | -13.2% | +8.0% | -5.2% |
| 10Y | +24.6% | -50.6% | +75.2% | +22.9% |
| All | +32.7% | -41.0% | +73.6% | +31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KHC.
Daily Out/Under-Performance
Portfolio return minus KHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KHC 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 KHC 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