-2.7%
LQD vs KKR
-26.9%
+24.2%
-4.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -1.1% | -6.2% | +5.1% | -0.9% |
| 30D | -1.3% | -8.9% | +7.6% | -1.0% |
| 3M | -3.2% | +6.3% | -9.5% | -3.4% |
| 6M | -2.1% | +16.5% | -18.6% | -2.5% |
| YTD | -2.4% | -20.3% | +17.9% | -1.9% |
| 1Y | -2.7% | -29.8% | +27.1% | -2.1% |
| All | -2.7% | -26.9% | +24.2% | -2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KKR.
Daily Out/Under-Performance
Portfolio return minus KKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KKR 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 1y: compounded portfolio wealth divided by compounded KKR 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…
1y analysis · Full analysis span regression · 6 months rolling