+185.6%
LQD vs KMB
+342.7%
-157.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.7% | -0.8% |
| 7D | -1.5% | -3.0% | +1.4% | -1.4% |
| 30D | +0.9% | +9.1% | -8.2% | +0.4% |
| 3M | -1.7% | -0.4% | -1.3% | -1.7% |
| 6M | -2.8% | +13.0% | -15.7% | -3.5% |
| YTD | -2.8% | +10.3% | -13.1% | -3.4% |
| 1Y | -2.8% | +8.2% | -11.0% | -3.3% |
| 3Y | +15.5% | +0.4% | +15.1% | +15.1% |
| 5Y | -4.9% | -2.7% | -2.2% | -5.3% |
| 10Y | +24.9% | +35.7% | -10.8% | +23.0% |
| All | +185.6% | +342.7% | -157.1% | +174.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling