+189.5%
LQD vs KMX
+541.4%
-351.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.2% |
| 7D | 0.0% | -1.9% | +1.8% | 0.0% |
| 30D | -0.2% | +2.6% | -2.8% | -0.3% |
| 3M | -1.7% | +25.6% | -27.3% | -2.2% |
| 6M | -2.7% | +41.9% | -44.5% | -3.5% |
| YTD | -1.4% | +56.0% | -57.5% | -2.5% |
| 1Y | -1.0% | -1.8% | +0.8% | -1.3% |
| 3Y | +15.1% | -25.7% | +40.8% | +15.1% |
| 5Y | -5.2% | -54.7% | +49.6% | -4.9% |
| 10Y | +23.3% | +9.2% | +14.2% | +22.5% |
| All | +189.5% | +541.4% | -351.9% | +193.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 KMX 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