+22.2%
LQD vs KMI
+136.8%
-114.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | -1.1% | -1.7% | +0.6% | -1.0% |
| 30D | -1.3% | -2.7% | +1.5% | -1.2% |
| 3M | -3.2% | -0.7% | -2.5% | -3.2% |
| 6M | -2.1% | -5.0% | +2.8% | -1.9% |
| YTD | -2.4% | +15.5% | -17.8% | -3.2% |
| 1Y | -2.7% | +16.4% | -19.1% | -3.6% |
| 3Y | +14.2% | +114.2% | -100.0% | +8.8% |
| 5Y | -5.8% | +153.3% | -159.1% | -11.2% |
| All | +22.2% | +136.8% | -114.7% | +14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KMI.
Daily Out/Under-Performance
Portfolio return minus KMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMI 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 KMI 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