+72.5%
LQD vs KKR
+1,583.3%
-1,510.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.1% | +2.2% | -0.8% |
| 7D | -1.1% | -8.1% | +7.0% | -0.8% |
| 30D | -1.1% | -9.1% | +8.0% | -0.8% |
| 3M | -2.3% | +6.4% | -8.7% | -2.6% |
| 6M | -2.9% | +12.6% | -15.5% | -3.4% |
| YTD | -2.3% | -20.4% | +18.1% | -1.7% |
| 1Y | -2.2% | -27.1% | +24.9% | -1.3% |
| 3Y | +14.0% | +63.8% | -49.8% | +10.9% |
| 5Y | -5.8% | +67.6% | -73.4% | -8.9% |
| 10Y | +22.2% | +702.6% | -680.4% | +16.4% |
| All | +72.5% | +1,583.3% | -1,510.8% | +67.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling