+14.2%
LQD vs KNX
+34.6%
-20.4%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | 0.0% |
| 7D | -1.1% | -5.6% | +4.5% | -0.9% |
| 30D | -1.3% | -4.4% | +3.1% | -1.1% |
| 3M | -3.2% | -17.3% | +14.1% | -2.6% |
| 6M | -2.1% | +22.6% | -24.8% | -3.0% |
| YTD | -2.4% | +31.1% | -33.5% | -3.5% |
| 1Y | -2.7% | +60.2% | -62.9% | -4.7% |
| 3Y | +14.2% | +35.8% | -21.6% | +13.0% |
| All | +14.2% | +34.6% | -20.4% | +13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KNX.
Daily Out/Under-Performance
Portfolio return minus KNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KNX 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 KNX 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