+15.5%
LQD vs KMB
-9.0%
+24.5%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.1% |
| 7D | +0.2% | -2.7% | +3.0% | +0.4% |
| 30D | -0.6% | -5.0% | +4.4% | -0.3% |
| 3M | -1.2% | +6.6% | -7.8% | -1.6% |
| 6M | -1.9% | +1.0% | -2.9% | -2.0% |
| YTD | -1.3% | +6.0% | -7.2% | -1.7% |
| 1Y | -1.0% | -16.6% | +15.6% | +0.2% |
| All | +15.5% | -9.0% | +24.5% | +15.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling