+25.2%
LQD vs KMB
+39.0%
-13.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.3% | -0.4% |
| 7D | -1.6% | +0.9% | -2.6% | -1.7% |
| 30D | +0.5% | +10.1% | -9.5% | -0.3% |
| 3M | -2.3% | 0.0% | -2.4% | -2.4% |
| 6M | -3.1% | +15.7% | -18.7% | -4.3% |
| YTD | -3.0% | +12.6% | -15.6% | -4.1% |
| 1Y | -2.6% | +10.1% | -12.7% | -3.5% |
| 3Y | +15.2% | +2.1% | +13.0% | +14.3% |
| 5Y | -5.2% | -0.7% | -4.5% | -6.0% |
| All | +25.2% | +39.0% | -13.7% | +21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KMB.
Daily Out/Under-Performance
Portfolio return minus KMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMB 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 10y: compounded portfolio wealth divided by compounded KMB 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…
10y analysis · Full analysis span regression · 6 months rolling