+22.2%
LQD vs KMB
+14.6%
+7.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | -1.1% | -6.5% | +5.4% | -0.6% |
| 30D | -1.3% | -8.8% | +7.5% | -0.6% |
| 3M | -3.2% | -2.2% | -1.0% | -3.1% |
| 6M | -2.1% | +0.7% | -2.8% | -2.3% |
| YTD | -2.4% | +1.0% | -3.4% | -2.6% |
| 1Y | -2.7% | -20.3% | +17.6% | -1.1% |
| 3Y | +14.2% | -13.3% | +27.5% | +14.9% |
| 5Y | -5.8% | -12.9% | +7.1% | -5.6% |
| All | +22.2% | +14.6% | +7.5% | +21.6% |
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