-2.9%
LQD vs KKR
+10.7%
-13.6%
-3.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.1% | +2.2% | -0.7% |
| 7D | -1.1% | -8.1% | +7.0% | -0.5% |
| 30D | -1.1% | -9.1% | +8.0% | -0.5% |
| 3M | -2.3% | +6.4% | -8.7% | -2.7% |
| 6M | -2.9% | +12.6% | -15.5% | -4.0% |
| All | -2.9% | +10.7% | -13.6% | -4.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling