+71.3%
LQD vs KMI
+107.5%
-36.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | -0.1% |
| 7D | 0.0% | -1.8% | +1.7% | 0.0% |
| 30D | -0.2% | +0.1% | -0.3% | -0.2% |
| 3M | -1.7% | +1.2% | -2.8% | -1.7% |
| 6M | -2.7% | -3.9% | +1.2% | -2.6% |
| YTD | -1.4% | +17.5% | -18.9% | -2.0% |
| 1Y | -1.0% | +22.6% | -23.6% | -1.7% |
| 3Y | +15.1% | +116.3% | -101.2% | +11.9% |
| 5Y | -5.2% | +157.6% | -162.8% | -8.3% |
| 10Y | +23.3% | +136.6% | -113.2% | +18.6% |
| All | +71.3% | +107.5% | -36.2% | +64.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling