+35.0%
LQD vs KHC
-41.6%
+76.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | 0.0% |
| 7D | -0.4% | -1.8% | +1.4% | -0.3% |
| 30D | -0.8% | -1.9% | +1.1% | -0.7% |
| 3M | -1.9% | +14.4% | -16.3% | -2.7% |
| 6M | -2.7% | +8.7% | -11.4% | -3.2% |
| YTD | -1.3% | +7.8% | -9.0% | -1.8% |
| 1Y | 0.0% | -1.5% | +1.5% | -0.1% |
| 3Y | +14.9% | -9.9% | +24.8% | +15.0% |
| 5Y | -4.6% | -10.7% | +6.2% | -4.6% |
| 10Y | +22.0% | -55.7% | +77.7% | +20.6% |
| All | +35.0% | -41.6% | +76.6% | +34.1% |
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